+120.6%
AXP vs PCOR
-10.3%
+130.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.1% |
| 7D | +0.6% | +22.7% | -22.1% | -4.5% |
| 30D | +5.8% | +37.5% | -31.6% | -2.3% |
| 3M | -6.0% | +35.2% | -41.2% | -13.3% |
| 6M | +0.3% | +42.2% | -41.9% | -9.4% |
| YTD | -12.3% | +3.6% | -15.8% | -15.2% |
| 1Y | -11.2% | -4.8% | -6.5% | -12.3% |
| 3Y | +117.0% | +48.3% | +68.7% | +88.9% |
| 5Y | +93.2% | -20.1% | +113.2% | +70.8% |
| All | +120.6% | -10.3% | +130.9% | +95.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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