+458.4%
AXP vs PNR
+66.6%
+391.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.0% | +0.5% |
| 7D | -2.8% | -5.5% | +2.7% | +0.5% |
| 30D | -5.9% | -15.6% | +9.7% | +4.0% |
| 3M | +2.6% | -20.2% | +22.8% | +15.3% |
| 6M | +6.4% | -36.6% | +43.0% | +36.7% |
| YTD | -12.6% | -45.0% | +32.4% | +21.8% |
| 1Y | +0.2% | -47.4% | +47.7% | +43.8% |
| 3Y | +110.9% | -13.7% | +124.6% | +114.6% |
| 5Y | +114.7% | -20.8% | +135.5% | +125.0% |
| All | +458.4% | +66.6% | +391.9% | +221.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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