+6,763.5%
AXP vs PCG
+91.4%
+6,672.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.0% |
| 7D | +4.6% | +1.9% | +2.7% | +4.3% |
| 30D | +9.7% | +8.5% | +1.2% | +8.2% |
| 3M | -3.8% | -22.9% | +19.1% | -0.1% |
| 6M | +4.8% | -16.8% | +21.6% | +7.1% |
| YTD | -9.1% | -15.8% | +6.7% | -7.5% |
| 1Y | -6.7% | -16.0% | +9.3% | -5.1% |
| 3Y | +125.2% | -18.9% | +144.2% | +129.2% |
| 5Y | +105.0% | +17.4% | +87.6% | +95.1% |
| 10Y | +481.5% | -76.4% | +557.8% | +510.8% |
| All | +6,763.5% | +91.4% | +6,672.1% | +2,865.5% |
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