+89.6%
AXP vs PFGC
+121.6%
-32.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.4% |
| 7D | +0.6% | +8.5% | -7.9% | -3.3% |
| 30D | +5.8% | +15.0% | -9.2% | -0.9% |
| 3M | -6.0% | -6.2% | +0.2% | -3.9% |
| 6M | +0.3% | +15.7% | -15.4% | -7.3% |
| YTD | -12.3% | +19.6% | -31.8% | -21.3% |
| 1Y | -11.2% | +13.2% | -24.4% | -18.3% |
| 3Y | +117.0% | +77.0% | +40.1% | +59.7% |
| All | +89.6% | +121.6% | -32.0% | +20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling