+464.9%
AXP vs PBR
+632.3%
-167.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -1.0% |
| 7D | +0.6% | +2.5% | -1.9% | -0.1% |
| 30D | -4.3% | +19.4% | -23.7% | -9.1% |
| 3M | +4.7% | +20.8% | -16.1% | -1.3% |
| 6M | +9.0% | +23.5% | -14.5% | +1.3% |
| YTD | -11.1% | +83.4% | -94.5% | -26.8% |
| 1Y | +1.3% | +77.6% | -76.3% | -16.1% |
| 3Y | +114.5% | +99.9% | +14.6% | +68.1% |
| 5Y | +118.0% | +567.7% | -449.7% | +9.2% |
| 10Y | +464.9% | +621.5% | -156.6% | +134.6% |
| All | +464.9% | +632.3% | -167.4% | +134.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PBR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling