+95.6%
AXP vs PCAR
+108.5%
-13.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.5% |
| 7D | +0.4% | +2.2% | -1.8% | -0.7% |
| 30D | +7.0% | -4.4% | +11.4% | +9.5% |
| 3M | -6.6% | -21.4% | +14.8% | +6.0% |
| 6M | +3.5% | -7.3% | +10.8% | +6.6% |
| YTD | -11.2% | -3.8% | -7.4% | -11.3% |
| 1Y | -10.2% | +6.3% | -16.5% | -15.5% |
| 3Y | +120.0% | +34.4% | +85.7% | +69.4% |
| 5Y | +95.6% | +109.2% | -13.7% | +1.7% |
| All | +95.6% | +108.5% | -13.0% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling