+413.8%
AXP vs PFGC
+477.3%
-63.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | +0.4% | +12.5% | -12.1% | -4.0% |
| 30D | +7.0% | +17.0% | -9.9% | +0.9% |
| 3M | -6.6% | -2.1% | -4.5% | -6.5% |
| 6M | +3.5% | +25.9% | -22.4% | -5.6% |
| YTD | -11.2% | +22.0% | -33.1% | -18.8% |
| 1Y | -10.2% | +14.8% | -25.0% | -16.2% |
| 3Y | +120.0% | +80.8% | +39.2% | +74.3% |
| 5Y | +95.6% | +126.0% | -30.4% | +40.5% |
| 10Y | +468.1% | +363.8% | +104.4% | +235.9% |
| All | +413.8% | +477.3% | -63.5% | +195.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling