+6,524.1%
AXP vs PNR
+4,166.6%
+2,357.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.1% | -0.2% |
| 7D | +0.6% | +2.8% | -2.2% | -0.7% |
| 30D | +5.8% | +31.2% | -25.3% | -7.0% |
| 3M | -6.0% | -2.1% | -3.9% | -6.0% |
| 6M | +0.3% | -14.0% | +14.3% | +5.1% |
| YTD | -12.3% | -33.6% | +21.4% | +2.4% |
| 1Y | -11.2% | -35.2% | +23.9% | +4.8% |
| 3Y | +117.0% | +15.8% | +101.2% | +95.6% |
| 5Y | +93.2% | -1.8% | +95.0% | +84.3% |
| 10Y | +461.2% | +117.0% | +344.2% | +274.8% |
| All | +6,524.1% | +4,166.6% | +2,357.4% | +1,972.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling