+1,635.8%
AXP vs PFG
+978.4%
+657.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.8% | +1.5% | -0.2% |
| 7D | +0.4% | -0.7% | +1.1% | +0.8% |
| 30D | +7.0% | +2.8% | +4.2% | +5.4% |
| 3M | -6.6% | -1.0% | -5.6% | -6.4% |
| 6M | +3.5% | +13.6% | -10.1% | -4.0% |
| YTD | -11.2% | +31.1% | -42.2% | -23.7% |
| 1Y | -10.2% | +43.8% | -54.0% | -26.6% |
| 3Y | +120.0% | +75.0% | +45.0% | +61.9% |
| 5Y | +95.6% | +95.2% | +0.3% | +35.5% |
| 10Y | +468.1% | +207.5% | +260.6% | +205.7% |
| All | +1,635.8% | +978.4% | +657.4% | +331.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling