+6,610.0%
AXP vs PNC
+4,099.5%
+2,510.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -2.1% | +1.4% | -3.5% | -3.0% |
| 30D | -6.5% | -3.8% | -2.7% | -4.3% |
| 3M | +4.6% | +9.0% | -4.4% | -1.0% |
| 6M | +5.4% | +16.6% | -11.2% | -4.4% |
| YTD | -11.1% | +20.4% | -31.5% | -20.9% |
| 1Y | -0.3% | +22.3% | -22.6% | -12.2% |
| 3Y | +111.6% | +124.5% | -13.0% | +27.4% |
| 5Y | +117.6% | +54.1% | +63.5% | +63.5% |
| 10Y | +474.1% | +276.3% | +197.9% | +152.4% |
| All | +6,610.0% | +4,099.5% | +2,510.5% | +527.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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