+6,610.0%
AXP vs PNR
+3,652.8%
+2,957.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.3% |
| 7D | -2.1% | -2.4% | +0.3% | -1.1% |
| 30D | -6.5% | -12.8% | +6.2% | -0.8% |
| 3M | +4.6% | -17.0% | +21.6% | +12.4% |
| 6M | +5.4% | -37.4% | +42.8% | +28.0% |
| YTD | -11.1% | -41.6% | +30.5% | +10.8% |
| 1Y | -0.3% | -44.6% | +44.3% | +27.2% |
| 3Y | +111.6% | -12.1% | +123.7% | +117.0% |
| 5Y | +117.6% | -17.4% | +135.0% | +125.7% |
| 10Y | +474.1% | +64.0% | +410.1% | +334.2% |
| All | +6,610.0% | +3,652.8% | +2,957.2% | +2,141.2% |
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