+117.0%
AXP vs PFGC
+111.4%
+5.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | -2.1% | -2.2% | +0.1% | -1.1% |
| 30D | -6.5% | -11.9% | +5.4% | -1.4% |
| 3M | +4.6% | +5.0% | -0.4% | +1.8% |
| 6M | +5.4% | +8.6% | -3.2% | +0.5% |
| YTD | -11.1% | +9.7% | -20.8% | -16.7% |
| 1Y | -0.3% | -6.3% | +6.0% | +0.9% |
| 3Y | +111.6% | +58.2% | +53.4% | +64.9% |
| All | +117.0% | +111.4% | +5.6% | +41.9% |
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