+440.3%
AXP vs PPG
+63.3%
+377.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | -0.5% |
| 7D | -1.1% | +0.3% | -1.5% | -1.4% |
| 30D | +5.2% | +20.5% | -15.3% | -7.1% |
| 3M | -4.6% | +5.3% | -9.9% | -8.2% |
| 6M | +3.2% | +15.8% | -12.6% | -7.6% |
| YTD | -11.3% | +24.6% | -35.9% | -25.9% |
| 1Y | -11.0% | +33.6% | -44.6% | -29.2% |
| 3Y | +120.2% | +5.0% | +115.2% | +101.8% |
| 5Y | +91.7% | -14.0% | +105.7% | +97.9% |
| 10Y | +440.3% | +58.2% | +382.1% | +234.8% |
| All | +440.3% | +63.3% | +377.1% | +234.8% |
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