+411.0%
AXP vs PFGC
+351.2%
+59.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -2.9% | +1.5% | -4.3% | -3.4% |
| 30D | +3.7% | +17.4% | -13.7% | -2.6% |
| 3M | -4.9% | -2.4% | -2.5% | -4.7% |
| 6M | +4.1% | +18.2% | -14.2% | -3.1% |
| YTD | -11.7% | +23.7% | -35.4% | -20.0% |
| 1Y | -11.7% | +15.0% | -26.7% | -17.9% |
| 3Y | +116.5% | +82.3% | +34.2% | +69.2% |
| 5Y | +89.5% | +131.9% | -42.4% | +32.9% |
| All | +411.0% | +351.2% | +59.8% | +202.8% |
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