+448.7%
AXP vs PPL
+62.0%
+386.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.7% | -0.9% |
| 7D | +0.6% | +0.4% | +0.2% | +0.3% |
| 30D | +5.8% | +5.4% | +0.4% | +2.5% |
| 3M | -6.0% | +4.3% | -10.3% | -8.6% |
| 6M | +0.3% | -1.3% | +1.6% | +0.5% |
| YTD | -12.3% | +4.7% | -16.9% | -16.0% |
| 1Y | -11.2% | +1.3% | -12.5% | -13.4% |
| 3Y | +117.0% | +57.2% | +59.8% | +55.1% |
| 5Y | +93.2% | +48.2% | +44.9% | +41.6% |
| All | +448.7% | +62.0% | +386.7% | +262.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling