+117.0%
AXP vs PEG
+35.8%
+81.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | -2.1% | +0.7% | -2.8% | -2.4% |
| 30D | -6.5% | -2.4% | -4.1% | -5.6% |
| 3M | +4.6% | -4.8% | +9.4% | +6.6% |
| 6M | +5.4% | -10.7% | +16.1% | +10.0% |
| YTD | -11.1% | -6.7% | -4.4% | -9.4% |
| 1Y | -0.3% | -6.8% | +6.5% | +1.4% |
| 3Y | +111.6% | +34.5% | +77.1% | +78.9% |
| All | +117.0% | +35.8% | +81.2% | +82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling