-11.1%
AXP vs PH
+14.9%
-26.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | -0.6% | +2.1% | -2.8% | -1.2% |
| 30D | +5.0% | +0.3% | +4.7% | +4.6% |
| 3M | -4.2% | -8.8% | +4.6% | -2.0% |
| 6M | +2.9% | +10.0% | -7.1% | -1.2% |
| YTD | -11.6% | +10.5% | -22.1% | -18.6% |
| 1Y | -11.1% | +15.5% | -26.6% | -21.8% |
| All | -11.1% | +14.9% | -26.0% | -21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling