+105.0%
AXP vs PENG
+72.0%
+33.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -9.1% | +11.3% | +3.4% |
| 7D | +4.6% | -20.5% | +25.1% | +7.4% |
| 30D | +9.7% | -20.4% | +30.1% | +11.9% |
| 3M | -3.8% | -16.4% | +12.6% | -3.2% |
| 6M | +4.8% | +49.2% | -44.4% | -9.0% |
| YTD | -9.1% | +147.2% | -156.3% | -29.3% |
| 1Y | -6.7% | +124.7% | -131.4% | -26.3% |
| 3Y | +125.2% | +230.3% | -105.1% | +54.0% |
| 5Y | +105.0% | +71.4% | +33.6% | +40.2% |
| All | +105.0% | +72.0% | +33.0% | +40.2% |
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