+253.7%
AXP vs PDD
+210.2%
+43.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.2% |
| 7D | -2.1% | -4.1% | +1.9% | -1.8% |
| 30D | -6.5% | -9.6% | +3.1% | -5.9% |
| 3M | +4.6% | -4.3% | +8.9% | +4.9% |
| 6M | +5.4% | -18.8% | +24.2% | +6.8% |
| YTD | -11.1% | -27.5% | +16.4% | -9.2% |
| 1Y | -0.3% | -33.6% | +33.3% | +2.4% |
| 3Y | +111.6% | -20.4% | +132.0% | +110.3% |
| 5Y | +117.6% | -19.6% | +137.2% | +105.6% |
| All | +253.7% | +210.2% | +43.5% | +175.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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