+411.0%
AXP vs PM
+259.9%
+151.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.5% |
| 7D | -2.9% | -7.1% | +4.2% | 0.0% |
| 30D | +3.7% | -2.8% | +6.5% | +4.7% |
| 3M | -4.9% | +6.3% | -11.2% | -7.6% |
| 6M | +4.1% | +9.6% | -5.6% | -0.9% |
| YTD | -11.7% | +25.6% | -37.3% | -21.7% |
| 1Y | -11.7% | +29.7% | -41.4% | -23.0% |
| 3Y | +116.5% | +147.6% | -31.1% | +29.0% |
| 5Y | +89.5% | +160.1% | -70.6% | +8.4% |
| All | +411.0% | +259.9% | +151.1% | +148.6% |
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