+6,606.2%
AXP vs PCG
+88.9%
+6,517.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.1% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | +7.0% | +5.8% | +1.2% | +6.0% |
| 3M | -6.6% | -22.8% | +16.2% | -3.1% |
| 6M | +3.5% | -18.4% | +21.9% | +6.1% |
| YTD | -11.2% | -16.9% | +5.7% | -9.4% |
| 1Y | -10.2% | -17.6% | +7.5% | -8.3% |
| 3Y | +120.0% | -20.0% | +140.0% | +124.4% |
| 5Y | +95.6% | +16.0% | +79.5% | +86.5% |
| 10Y | +468.1% | -76.7% | +544.8% | +498.1% |
| All | +6,606.2% | +88.9% | +6,517.3% | +2,804.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling