-11.6%
AXP vs PFGC
+14.0%
-25.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -0.6% | +15.0% | -15.6% | -2.7% |
| 30D | +5.0% | +17.0% | -12.0% | +2.6% |
| 3M | -4.2% | -2.5% | -1.8% | -4.3% |
| 6M | +2.9% | +19.2% | -16.3% | +0.2% |
| YTD | -11.6% | +23.4% | -35.0% | -15.1% |
| All | -11.6% | +14.0% | -25.6% | -13.0% |
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