+6,524.1%
AXP vs PPG
+3,013.1%
+3,511.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.8% |
| 7D | +0.6% | +2.4% | -1.8% | -1.0% |
| 30D | +5.8% | +16.5% | -10.6% | -3.8% |
| 3M | -6.0% | +5.1% | -11.1% | -9.3% |
| 6M | +0.3% | +11.1% | -10.8% | -7.1% |
| YTD | -12.3% | +21.7% | -33.9% | -24.3% |
| 1Y | -11.2% | +32.0% | -43.2% | -27.2% |
| 3Y | +117.0% | +2.8% | +114.3% | +103.8% |
| 5Y | +93.2% | -16.5% | +109.7% | +102.2% |
| 10Y | +461.2% | +59.3% | +401.8% | +287.8% |
| All | +6,524.1% | +3,013.1% | +3,511.0% | +1,006.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling