+117.0%
AXP vs PENG
+115.2%
+1.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.4% | -7.5% | -2.0% |
| 7D | -2.1% | +4.5% | -6.7% | -2.7% |
| 30D | -6.5% | -7.1% | +0.6% | -5.9% |
| 3M | +4.6% | -27.3% | +31.9% | +6.5% |
| 6M | +5.4% | +169.6% | -164.2% | -16.3% |
| YTD | -11.1% | +164.6% | -175.7% | -29.6% |
| 1Y | -0.3% | +109.5% | -109.8% | -18.2% |
| 3Y | +111.6% | +98.9% | +12.7% | +62.3% |
| All | +117.0% | +115.2% | +1.8% | +72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling