+128.5%
AXP vs PCOR
-10.0%
+138.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +19.7% | -17.5% | -2.4% |
| 7D | +4.6% | +21.8% | -17.2% | -0.5% |
| 30D | +9.7% | +39.5% | -29.8% | +1.0% |
| 3M | -3.8% | +35.2% | -39.0% | -11.2% |
| 6M | +4.8% | +21.7% | -16.9% | -1.7% |
| YTD | -9.1% | +3.9% | -13.0% | -12.2% |
| 1Y | -6.7% | +6.9% | -13.6% | -10.7% |
| 3Y | +125.2% | +44.8% | +80.4% | +97.0% |
| 5Y | +105.0% | -21.9% | +126.9% | +81.3% |
| All | +128.5% | -10.0% | +138.5% | +102.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling