+389.8%
AXP vs PENG
+705.8%
-316.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -9.1% | +11.3% | +3.6% |
| 7D | +4.6% | -20.5% | +25.1% | +8.1% |
| 30D | +9.7% | -20.4% | +30.1% | +12.4% |
| 3M | -3.8% | -16.4% | +12.6% | -3.0% |
| 6M | +4.8% | +49.2% | -44.4% | -9.6% |
| YTD | -9.1% | +147.2% | -156.3% | -29.8% |
| 1Y | -6.7% | +124.7% | -131.4% | -26.9% |
| 3Y | +125.2% | +230.3% | -105.1% | +54.4% |
| 5Y | +105.0% | +71.4% | +33.6% | +49.6% |
| All | +389.8% | +705.8% | -316.0% | +178.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling