+440.3%
AXP vs PCG
-77.2%
+517.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.9% |
| 7D | -1.1% | -1.1% | -0.1% | -1.0% |
| 30D | +5.2% | +0.1% | +5.2% | +5.2% |
| 3M | -4.6% | -24.4% | +19.9% | -1.9% |
| 6M | +3.2% | -17.7% | +20.9% | +4.9% |
| YTD | -11.3% | -17.4% | +6.1% | -10.1% |
| 1Y | -11.0% | -19.4% | +8.4% | -9.5% |
| 3Y | +120.2% | -18.6% | +138.8% | +122.9% |
| 5Y | +91.7% | +10.2% | +81.5% | +87.5% |
| 10Y | +440.3% | -76.7% | +517.0% | +445.9% |
| All | +440.3% | -77.2% | +517.6% | +445.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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