+800.5%
AXP vs PBR
+1,624.0%
-823.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -0.6% | -13.3% | +12.7% | +3.2% |
| 30D | +5.0% | -27.7% | +32.7% | +13.9% |
| 3M | -4.2% | +2.7% | -6.9% | -6.2% |
| 6M | +2.9% | -6.7% | +9.7% | +3.0% |
| YTD | -11.6% | +60.9% | -72.5% | -24.9% |
| 1Y | -11.1% | +46.6% | -57.7% | -22.6% |
| 3Y | +116.7% | +69.1% | +47.7% | +78.1% |
| 5Y | +89.6% | +469.6% | -380.0% | +4.4% |
| 10Y | +428.4% | +523.4% | -95.0% | +145.3% |
| All | +800.5% | +1,624.0% | -823.5% | +168.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling