+428.4%
AXP vs PHM
+709.0%
-280.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | +1.3% |
| 7D | -0.6% | +2.9% | -3.6% | -1.9% |
| 30D | +5.0% | +16.5% | -11.5% | -1.5% |
| 3M | -4.2% | +0.6% | -4.9% | -5.0% |
| 6M | +2.9% | +11.6% | -8.6% | -2.6% |
| YTD | -11.6% | +12.1% | -23.7% | -17.4% |
| 1Y | -11.1% | +9.6% | -20.7% | -16.3% |
| 3Y | +116.7% | +62.3% | +54.5% | +65.7% |
| 5Y | +89.6% | +170.4% | -80.8% | +10.5% |
| 10Y | +428.4% | +683.0% | -254.6% | +89.5% |
| All | +428.4% | +709.0% | -280.6% | +89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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