+1.3%
AXP vs PFGC
-6.7%
+8.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | -2.1% | -2.2% | +0.1% | -1.8% |
| 30D | -6.5% | -11.9% | +5.4% | -4.8% |
| 3M | +4.6% | +5.0% | -0.4% | +3.6% |
| 6M | +5.4% | +8.6% | -3.2% | +3.0% |
| YTD | -11.1% | +9.7% | -20.8% | -13.9% |
| All | +1.3% | -6.7% | +8.0% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling