+448.7%
AXP vs PH
+759.6%
-310.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | -3.1% |
| 7D | +0.6% | +2.0% | -1.4% | -0.9% |
| 30D | +5.8% | -3.7% | +9.5% | +7.9% |
| 3M | -6.0% | -14.0% | +8.0% | +3.1% |
| 6M | +0.3% | +2.1% | -1.8% | -2.9% |
| YTD | -12.3% | +5.1% | -17.3% | -17.7% |
| 1Y | -11.2% | +10.9% | -22.2% | -19.8% |
| 3Y | +117.0% | +132.9% | -15.9% | +14.0% |
| 5Y | +93.2% | +200.1% | -106.9% | -17.4% |
| All | +448.7% | +759.6% | -310.9% | +13.2% |
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