+116.5%
AXP vs PEG
+33.3%
+83.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | -2.9% | +1.5% | -4.3% | -3.3% |
| 30D | +3.7% | +5.0% | -1.3% | +2.1% |
| 3M | -4.9% | -0.3% | -4.6% | -4.9% |
| 6M | +4.1% | -2.7% | +6.7% | +4.7% |
| YTD | -11.7% | -5.1% | -6.6% | -11.0% |
| 1Y | -11.7% | -8.3% | -3.5% | -9.7% |
| All | +116.5% | +33.3% | +83.3% | +105.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling