+119.7%
AXP vs PCAR
+34.2%
+85.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.6% |
| 7D | +0.4% | +2.2% | -1.8% | -0.5% |
| 30D | +7.0% | -4.4% | +11.4% | +9.1% |
| 3M | -6.6% | -21.4% | +14.8% | +3.6% |
| 6M | +3.5% | -7.3% | +10.8% | +6.1% |
| YTD | -11.2% | -3.8% | -7.4% | -11.3% |
| 1Y | -10.2% | +6.3% | -16.5% | -14.7% |
| All | +119.7% | +34.2% | +85.5% | +86.1% |
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