+114.5%
AXP vs PBR
+98.1%
+16.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.5% |
| 7D | +0.6% | +2.5% | -1.9% | +0.2% |
| 30D | -4.3% | +19.4% | -23.7% | -6.9% |
| 3M | +4.7% | +20.8% | -16.1% | +1.4% |
| 6M | +9.0% | +23.5% | -14.5% | +4.0% |
| YTD | -11.1% | +83.4% | -94.5% | -23.5% |
| 1Y | +1.3% | +77.6% | -76.3% | -12.4% |
| 3Y | +114.5% | +99.9% | +14.6% | +76.8% |
| All | +114.5% | +98.1% | +16.4% | +76.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling