-0.3%
AXP vs PFG
+51.4%
-51.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.3% |
| 7D | -2.1% | +5.5% | -7.6% | -5.0% |
| 30D | -6.5% | +2.4% | -8.9% | -7.7% |
| 3M | +4.6% | +13.6% | -8.9% | -3.5% |
| 6M | +5.4% | +27.9% | -22.5% | -10.3% |
| YTD | -11.1% | +35.6% | -46.7% | -26.8% |
| 1Y | -0.3% | +48.5% | -48.8% | -21.9% |
| All | -0.3% | +51.4% | -51.7% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling