+1,636.8%
AXP vs PFG
+1,015.3%
+621.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.3% |
| 7D | -2.1% | +5.5% | -7.6% | -5.1% |
| 30D | -6.5% | +2.4% | -8.9% | -7.9% |
| 3M | +4.6% | +13.6% | -8.9% | -2.8% |
| 6M | +5.4% | +27.9% | -22.5% | -8.2% |
| YTD | -11.1% | +35.6% | -46.7% | -25.0% |
| 1Y | -0.3% | +48.5% | -48.8% | -20.0% |
| 3Y | +111.6% | +66.9% | +44.7% | +59.7% |
| 5Y | +117.6% | +111.0% | +6.6% | +44.8% |
| 10Y | +474.1% | +244.5% | +229.6% | +191.9% |
| All | +1,636.8% | +1,015.3% | +621.5% | +323.9% |
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 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