-11.2%
AXP vs PFG
+40.5%
-51.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.3% |
| 7D | +0.6% | -0.6% | +1.2% | +0.9% |
| 30D | +5.8% | +2.0% | +3.8% | +4.7% |
| 3M | -6.0% | -3.2% | -2.8% | -4.4% |
| 6M | +0.3% | +10.9% | -10.6% | -7.4% |
| YTD | -12.3% | +28.8% | -41.1% | -27.9% |
| 1Y | -11.2% | +39.2% | -50.4% | -32.0% |
| All | -11.2% | +40.5% | -51.7% | -32.0% |
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