+6,610.0%
AXP vs PHM
+11,456.8%
-4,846.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -2.1% | -3.2% | +1.1% | -1.0% |
| 30D | -6.5% | -6.4% | -0.1% | -4.5% |
| 3M | +4.6% | +5.5% | -0.8% | +2.3% |
| 6M | +5.4% | -5.4% | +10.9% | +6.5% |
| YTD | -11.1% | +6.6% | -17.7% | -14.2% |
| 1Y | -0.3% | -8.8% | +8.5% | +1.2% |
| 3Y | +111.6% | +54.1% | +57.5% | +75.0% |
| 5Y | +117.6% | +144.5% | -26.9% | +50.1% |
| 10Y | +474.1% | +569.4% | -95.3% | +168.9% |
| All | +6,610.0% | +11,456.8% | -4,846.8% | +948.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling