+6,575.0%
AXP vs PPG
+3,065.0%
+3,510.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.2% |
| 7D | -0.6% | +2.6% | -3.2% | -2.3% |
| 30D | +5.0% | +19.7% | -14.7% | -6.2% |
| 3M | -4.2% | +7.7% | -12.0% | -8.9% |
| 6M | +2.9% | +15.0% | -12.0% | -6.6% |
| YTD | -11.6% | +23.7% | -35.3% | -24.5% |
| 1Y | -11.1% | +32.1% | -43.2% | -27.2% |
| 3Y | +116.7% | +3.1% | +113.6% | +103.2% |
| 5Y | +89.6% | -14.2% | +103.8% | +95.2% |
| 10Y | +428.4% | +54.6% | +373.8% | +271.6% |
| All | +6,575.0% | +3,065.0% | +3,510.1% | +1,003.3% |
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