+114.9%
AXP vs PFGC
+82.6%
+32.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.4% |
| 7D | -0.1% | +3.4% | -3.5% | -1.5% |
| 30D | +4.4% | +16.9% | -12.5% | -2.2% |
| 3M | -6.4% | +6.4% | -12.8% | -9.0% |
| 6M | +4.2% | +16.0% | -11.9% | -3.2% |
| YTD | -12.4% | +23.6% | -36.0% | -22.4% |
| 1Y | -11.1% | +16.6% | -27.7% | -18.6% |
| 3Y | +114.9% | +82.3% | +32.6% | +58.7% |
| All | +114.9% | +82.6% | +32.3% | +58.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling