+440.3%
AXP vs PEG
+155.4%
+284.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.3% | -2.3% | -0.9% |
| 7D | -1.1% | +0.9% | -2.0% | -1.6% |
| 30D | +5.2% | +3.8% | +1.4% | +2.9% |
| 3M | -4.6% | +0.1% | -4.6% | -4.9% |
| 6M | +3.2% | -1.0% | +4.2% | +3.1% |
| YTD | -11.3% | -4.1% | -7.2% | -10.5% |
| 1Y | -11.0% | -6.9% | -4.2% | -8.6% |
| 3Y | +120.2% | +35.6% | +84.5% | +74.0% |
| 5Y | +91.7% | +42.8% | +49.0% | +43.5% |
| 10Y | +440.3% | +160.2% | +280.1% | +221.2% |
| All | +440.3% | +155.4% | +284.9% | +221.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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