+372.7%
AXP vs PENG
+597.2%
-224.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +12.4% | -13.6% | -3.2% |
| 7D | +0.6% | -19.4% | +20.0% | +3.1% |
| 30D | +5.8% | -42.4% | +48.2% | +13.8% |
| 3M | -6.0% | -25.6% | +19.6% | -4.1% |
| 6M | +0.3% | +7.3% | -7.0% | -8.6% |
| YTD | -12.3% | +113.9% | -126.1% | -31.1% |
| 1Y | -11.2% | +93.6% | -104.8% | -29.2% |
| 3Y | +117.0% | +170.2% | -53.2% | +53.1% |
| 5Y | +93.2% | +44.2% | +49.0% | +44.1% |
| All | +372.7% | +597.2% | -224.4% | +173.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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