+467.1%
AXP vs PPG
+23.8%
+443.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | +0.2% |
| 7D | -2.5% | -3.7% | +1.2% | -0.1% |
| 30D | -5.0% | -7.2% | +2.2% | -0.4% |
| 3M | +1.4% | -7.3% | +8.7% | +5.8% |
| 6M | +6.0% | +0.3% | +5.7% | +3.7% |
| YTD | -12.3% | +6.5% | -18.8% | -18.4% |
| 1Y | +0.3% | +0.5% | -0.3% | -3.2% |
| 3Y | +111.7% | -15.3% | +126.9% | +124.5% |
| 5Y | +114.5% | -22.9% | +137.4% | +136.3% |
| 10Y | +467.1% | +28.4% | +438.7% | +301.6% |
| All | +467.1% | +23.8% | +443.2% | +301.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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