+89.6%
AXP vs PEG
+33.6%
+56.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.6% | -0.9% |
| 7D | +0.6% | -2.3% | +2.9% | +1.5% |
| 30D | +5.8% | +1.2% | +4.6% | +5.2% |
| 3M | -6.0% | -2.4% | -3.7% | -5.2% |
| 6M | +0.3% | -6.9% | +7.2% | +3.0% |
| YTD | -12.3% | -7.2% | -5.0% | -10.4% |
| 1Y | -11.2% | -8.9% | -2.4% | -8.6% |
| 3Y | +117.0% | +27.1% | +89.9% | +87.2% |
| All | +89.6% | +33.6% | +56.0% | +46.1% |
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