+253.5%
AXP vs PDD
+216.8%
+36.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.2% | -4.5% | -2.5% |
| 7D | +0.4% | +5.9% | -5.5% | 0.0% |
| 30D | +7.0% | +7.1% | 0.0% | +6.5% |
| 3M | -6.6% | -7.7% | +1.1% | -6.1% |
| 6M | +3.5% | -13.2% | +16.7% | +4.3% |
| YTD | -11.2% | -26.0% | +14.8% | -9.4% |
| 1Y | -10.2% | -38.4% | +28.3% | -7.2% |
| 3Y | +120.0% | -21.1% | +141.2% | +119.0% |
| 5Y | +95.6% | +0.3% | +95.2% | +82.5% |
| All | +253.5% | +216.8% | +36.7% | +174.6% |
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