+403.0%
AXP vs PHM
+669.9%
-266.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -0.8% |
| 7D | -2.1% | -6.1% | +4.0% | +0.3% |
| 30D | +2.7% | +13.7% | -11.1% | -2.8% |
| 3M | -7.3% | -1.5% | -5.7% | -7.2% |
| 6M | +1.8% | +11.3% | -9.5% | -3.6% |
| YTD | -13.1% | +8.9% | -22.0% | -17.9% |
| 1Y | -13.7% | +6.1% | -19.8% | -17.7% |
| 3Y | +113.1% | +57.7% | +55.4% | +64.8% |
| 5Y | +85.9% | +159.0% | -73.0% | +10.3% |
| All | +403.0% | +669.9% | -266.9% | +83.4% |
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