+428.4%
AXP vs PH
+737.8%
-309.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.9% |
| 7D | -0.6% | +2.1% | -2.8% | -2.3% |
| 30D | +5.0% | +0.3% | +4.7% | +4.1% |
| 3M | -4.2% | -8.8% | +4.6% | +0.9% |
| 6M | +2.9% | +10.0% | -7.1% | -5.2% |
| YTD | -11.6% | +10.5% | -22.1% | -19.9% |
| 1Y | -11.1% | +15.5% | -26.6% | -21.8% |
| 3Y | +116.7% | +136.4% | -19.6% | +12.8% |
| 5Y | +89.6% | +213.6% | -124.0% | -21.4% |
| 10Y | +428.4% | +713.9% | -285.5% | +11.5% |
| All | +428.4% | +737.8% | -309.4% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 10y: compounded portfolio wealth divided by compounded PH 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…
10y analysis · Full analysis span regression · 6 months rolling