+117.0%
AXP vs PM
+119.0%
-2.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.8% | -0.7% |
| 7D | -2.1% | -4.9% | +2.8% | -1.0% |
| 30D | -6.5% | -3.4% | -3.2% | -5.9% |
| 3M | +4.6% | +5.2% | -0.5% | +3.0% |
| 6M | +5.4% | +3.7% | +1.7% | +3.8% |
| YTD | -11.1% | +15.8% | -26.9% | -15.4% |
| 1Y | -0.3% | +17.4% | -17.7% | -5.7% |
| 3Y | +111.6% | +116.9% | -5.3% | +47.3% |
| All | +117.0% | +119.0% | -2.0% | +48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling