-10.9%
AXP vs PNR
-34.0%
+23.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.0% | +0.4% |
| 7D | -1.1% | -0.5% | -0.6% | -1.0% |
| 30D | +5.2% | +34.4% | -29.2% | -0.8% |
| 3M | -4.6% | +2.4% | -7.0% | -4.5% |
| 6M | +3.2% | -7.8% | +11.0% | +5.4% |
| YTD | -11.3% | -31.6% | +20.2% | -1.5% |
| All | -10.9% | -34.0% | +23.1% | +2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling