+440.3%
AXP vs PHM
+746.3%
-306.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.5% | 0.0% |
| 7D | -1.1% | +3.5% | -4.6% | -2.5% |
| 30D | +5.2% | +21.2% | -16.0% | -2.7% |
| 3M | -4.6% | +2.5% | -7.0% | -6.0% |
| 6M | +3.2% | +16.1% | -12.9% | -3.8% |
| YTD | -11.3% | +16.6% | -28.0% | -18.5% |
| 1Y | -11.0% | +14.4% | -25.4% | -17.6% |
| 3Y | +120.2% | +71.9% | +48.3% | +64.5% |
| 5Y | +91.7% | +174.3% | -82.6% | +11.3% |
| 10Y | +440.3% | +744.0% | -303.7% | +87.1% |
| All | +440.3% | +746.3% | -306.0% | +87.1% |
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