+89.6%
AXP vs PH
+197.3%
-107.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | -2.9% |
| 7D | +0.6% | +2.0% | -1.4% | -0.8% |
| 30D | +5.8% | -3.7% | +9.5% | +7.7% |
| 3M | -6.0% | -14.0% | +8.0% | +2.3% |
| 6M | +0.3% | +2.1% | -1.8% | -2.7% |
| YTD | -12.3% | +5.1% | -17.3% | -17.5% |
| 1Y | -11.2% | +10.9% | -22.2% | -19.5% |
| 3Y | +117.0% | +132.9% | -15.9% | +17.0% |
| All | +89.6% | +197.3% | -107.7% | -17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling