+448.7%
AXP vs PFGC
+347.9%
+100.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.5% |
| 7D | +0.6% | +8.5% | -7.9% | -2.7% |
| 30D | +5.8% | +15.0% | -9.2% | +0.2% |
| 3M | -6.0% | -6.2% | +0.2% | -4.4% |
| 6M | +0.3% | +15.7% | -15.4% | -5.9% |
| YTD | -12.3% | +19.6% | -31.8% | -19.5% |
| 1Y | -11.2% | +13.2% | -24.4% | -17.0% |
| 3Y | +117.0% | +77.0% | +40.1% | +71.7% |
| 5Y | +93.2% | +121.5% | -28.3% | +37.9% |
| All | +448.7% | +347.9% | +100.8% | +232.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling