+939.6%
AXP vs PM
+752.6%
+187.0%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.8% | 0.0% |
| 7D | -2.1% | -4.9% | +2.8% | +0.6% |
| 30D | -6.5% | -3.4% | -3.2% | -4.9% |
| 3M | +4.6% | +5.2% | -0.5% | +0.7% |
| 6M | +5.4% | +3.7% | +1.7% | +1.0% |
| YTD | -11.1% | +15.8% | -26.9% | -20.7% |
| 1Y | -0.3% | +17.4% | -17.7% | -12.4% |
| 3Y | +111.6% | +116.9% | -5.3% | +19.6% |
| 5Y | +117.6% | +117.3% | +0.3% | +20.7% |
| 10Y | +474.1% | +193.8% | +280.4% | +139.8% |
| All | +939.6% | +752.6% | +187.0% | +63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling