-0.3%
AXP vs PPL
-0.5%
+0.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -2.1% | +2.7% | -4.8% | -2.1% |
| 30D | -6.5% | +0.5% | -7.0% | -6.5% |
| 3M | +4.6% | +0.7% | +4.0% | +4.8% |
| 6M | +5.4% | -7.6% | +13.0% | +5.2% |
| YTD | -11.1% | +1.8% | -12.9% | -12.5% |
| 1Y | -0.3% | -0.8% | +0.5% | -0.2% |
| All | -0.3% | -0.5% | +0.2% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 1y: compounded portfolio wealth divided by compounded PPL 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…
1y analysis · Full analysis span regression · 6 months rolling