+428.4%
AXP vs PEG
+159.1%
+269.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | 0.0% |
| 7D | -0.6% | +2.6% | -3.2% | -2.1% |
| 30D | +5.0% | +3.3% | +1.6% | +2.9% |
| 3M | -4.2% | +1.1% | -5.3% | -5.1% |
| 6M | +2.9% | -1.4% | +4.4% | +3.1% |
| YTD | -11.6% | -4.6% | -7.0% | -10.5% |
| 1Y | -11.1% | -7.2% | -3.9% | -8.5% |
| 3Y | +116.7% | +33.7% | +83.0% | +72.8% |
| 5Y | +89.6% | +40.8% | +48.8% | +43.1% |
| 10Y | +428.4% | +162.8% | +265.6% | +212.0% |
| All | +428.4% | +159.1% | +269.3% | +212.0% |
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