+6,567.8%
AXP vs PEG
+2,958.7%
+3,609.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | -2.9% | +1.5% | -4.3% | -3.6% |
| 30D | +3.7% | +5.0% | -1.3% | +1.1% |
| 3M | -4.9% | -0.3% | -4.6% | -5.0% |
| 6M | +4.1% | -2.7% | +6.7% | +4.9% |
| YTD | -11.7% | -5.1% | -6.6% | -10.4% |
| 1Y | -11.7% | -8.3% | -3.5% | -8.9% |
| 3Y | +116.5% | +33.0% | +83.5% | +80.9% |
| 5Y | +89.5% | +41.3% | +48.2% | +51.6% |
| 10Y | +424.9% | +164.5% | +260.4% | +201.4% |
| All | +6,567.8% | +2,958.7% | +3,609.1% | +990.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling