+448.7%
AXP vs PCAR
+296.2%
+152.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | +0.3% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | +5.8% | -4.6% | +10.4% | +8.9% |
| 3M | -6.0% | -22.6% | +16.6% | +10.4% |
| 6M | +0.3% | -12.0% | +12.3% | +7.4% |
| YTD | -12.3% | -6.1% | -6.2% | -10.9% |
| 1Y | -11.2% | +6.3% | -17.6% | -17.2% |
| 3Y | +117.0% | +31.8% | +85.2% | +66.3% |
| 5Y | +93.2% | +104.2% | -11.0% | +4.5% |
| All | +448.7% | +296.2% | +152.5% | +91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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