+407.0%
AXP vs PPG
+53.9%
+353.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -0.1% | +0.7% | -0.9% | -0.6% |
| 30D | +4.4% | +17.6% | -13.1% | -6.3% |
| 3M | -6.4% | +7.5% | -13.9% | -11.1% |
| 6M | +4.2% | +17.6% | -13.5% | -7.7% |
| YTD | -12.4% | +22.6% | -34.9% | -26.0% |
| 1Y | -11.1% | +28.0% | -39.1% | -27.2% |
| 3Y | +114.9% | +1.8% | +113.1% | +101.2% |
| 5Y | +87.4% | -15.5% | +102.9% | +95.7% |
| All | +407.0% | +53.9% | +353.1% | +219.4% |
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