+440.3%
AXP vs PNR
+119.7%
+320.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.0% | -0.8% |
| 7D | -1.1% | -0.5% | -0.6% | -0.9% |
| 30D | +5.2% | +34.4% | -29.2% | -12.6% |
| 3M | -4.6% | +2.4% | -7.0% | -6.9% |
| 6M | +3.2% | -7.8% | +11.0% | +5.4% |
| YTD | -11.3% | -31.6% | +20.2% | +7.7% |
| 1Y | -11.0% | -33.6% | +22.6% | +10.2% |
| 3Y | +120.2% | +19.9% | +100.2% | +81.4% |
| 5Y | +91.7% | +0.8% | +90.9% | +72.3% |
| 10Y | +440.3% | +113.4% | +326.9% | +164.0% |
| All | +440.3% | +119.7% | +320.7% | +164.0% |
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