+428.4%
AXP vs PFGC
+366.4%
+62.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | -0.6% | +15.0% | -15.6% | -5.9% |
| 30D | +5.0% | +17.0% | -12.0% | -1.3% |
| 3M | -4.2% | -2.5% | -1.8% | -4.0% |
| 6M | +2.9% | +19.2% | -16.3% | -4.5% |
| YTD | -11.6% | +23.4% | -35.0% | -19.8% |
| 1Y | -11.1% | +13.9% | -24.9% | -17.0% |
| 3Y | +116.7% | +82.0% | +34.7% | +69.5% |
| 5Y | +89.6% | +128.7% | -39.1% | +33.7% |
| 10Y | +428.4% | +361.5% | +66.9% | +215.1% |
| All | +428.4% | +366.4% | +62.0% | +215.1% |
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