+117.0%
AXP vs PCG
+58.3%
+58.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.8% |
| 7D | -2.1% | -13.9% | +11.7% | +1.4% |
| 30D | -6.5% | -16.9% | +10.3% | -2.3% |
| 3M | +4.6% | -14.7% | +19.4% | +8.2% |
| 6M | +5.4% | -23.8% | +29.2% | +13.1% |
| YTD | -11.1% | -10.5% | -0.6% | -10.5% |
| 1Y | -0.3% | -5.1% | +4.8% | -2.4% |
| 3Y | +111.6% | -11.6% | +123.2% | +108.3% |
| All | +117.0% | +58.3% | +58.7% | +65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling