+124.9%
AXP vs PCAR
+36.4%
+88.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.0% | -1.9% | +0.4% |
| 7D | +4.6% | +3.7% | +1.0% | +3.0% |
| 30D | +9.7% | -2.9% | +12.7% | +11.1% |
| 3M | -3.8% | -21.7% | +17.9% | +6.9% |
| 6M | +4.8% | -6.6% | +11.4% | +7.1% |
| YTD | -9.1% | -2.2% | -6.8% | -9.9% |
| 1Y | -6.7% | +12.2% | -18.9% | -13.7% |
| All | +124.9% | +36.4% | +88.5% | +89.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling