+428.4%
AXP vs PEGA
+92.7%
+335.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.5% | -0.6% |
| 7D | -0.6% | -8.2% | +7.6% | +1.6% |
| 30D | +5.0% | -11.6% | +16.5% | +8.2% |
| 3M | -4.2% | -4.2% | -0.1% | -3.8% |
| 6M | +2.9% | -12.0% | +14.9% | +4.7% |
| YTD | -11.6% | -46.9% | +35.3% | +1.8% |
| 1Y | -11.1% | -47.0% | +35.9% | +2.3% |
| 3Y | +116.7% | +40.9% | +75.9% | +72.8% |
| 5Y | +89.6% | -45.4% | +135.0% | +101.4% |
| 10Y | +428.4% | +95.9% | +332.5% | +268.9% |
| All | +428.4% | +92.7% | +335.7% | +268.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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