+95.6%
AXP vs PENG
+31.0%
+64.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -23.0% | +20.7% | +0.7% |
| 7D | +0.4% | -36.7% | +37.1% | +5.7% |
| 30D | +7.0% | -42.0% | +49.1% | +13.3% |
| 3M | -6.6% | -33.2% | +26.6% | -3.7% |
| 6M | +3.5% | +2.1% | +1.3% | -5.2% |
| YTD | -11.2% | +90.3% | -101.5% | -28.8% |
| 1Y | -10.2% | +67.7% | -77.8% | -26.4% |
| 3Y | +120.0% | +154.2% | -34.2% | +55.1% |
| 5Y | +95.6% | +28.3% | +67.3% | +40.0% |
| All | +95.6% | +31.0% | +64.6% | +40.0% |
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