+448.7%
AXP vs PM
+232.9%
+215.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.5% |
| 7D | +0.6% | -5.2% | +5.8% | +2.7% |
| 30D | +5.8% | +2.7% | +3.1% | +4.5% |
| 3M | -6.0% | +5.2% | -11.2% | -8.2% |
| 6M | +0.3% | +17.0% | -16.7% | -7.1% |
| YTD | -12.3% | +25.5% | -37.8% | -22.0% |
| 1Y | -11.2% | +35.5% | -46.8% | -23.9% |
| 3Y | +117.0% | +143.9% | -26.9% | +31.6% |
| 5Y | +93.2% | +161.8% | -68.7% | +11.2% |
| All | +448.7% | +232.9% | +215.8% | +170.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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