+6,610.0%
AXP vs PPG
+2,762.5%
+3,847.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -2.1% |
| 7D | -2.1% | -1.5% | -0.6% | -1.2% |
| 30D | -6.5% | -5.0% | -1.6% | -3.7% |
| 3M | +4.6% | +1.1% | +3.5% | +3.3% |
| 6M | +5.4% | -3.2% | +8.6% | +5.6% |
| YTD | -11.1% | +11.9% | -23.0% | -19.0% |
| 1Y | -0.3% | +5.3% | -5.6% | -6.0% |
| 3Y | +111.6% | -15.0% | +126.6% | +123.7% |
| 5Y | +117.6% | -19.6% | +137.2% | +133.0% |
| 10Y | +474.1% | +27.0% | +447.1% | +354.6% |
| All | +6,610.0% | +2,762.5% | +3,847.5% | +1,084.4% |
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 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