+117.0%
AXP vs PFG
+72.1%
+44.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | 0.0% |
| 7D | +0.6% | -0.6% | +1.2% | +1.0% |
| 30D | +5.8% | +2.0% | +3.8% | +4.2% |
| 3M | -6.0% | -3.2% | -2.8% | -4.3% |
| 6M | +0.3% | +10.9% | -10.6% | -8.2% |
| YTD | -12.3% | +28.8% | -41.1% | -28.6% |
| 1Y | -11.2% | +39.2% | -50.4% | -32.0% |
| 3Y | +117.0% | +75.0% | +42.0% | +42.9% |
| All | +117.0% | +72.1% | +44.9% | +42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling