+119.7%
AXP vs PPL
+56.9%
+62.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.4% |
| 7D | +0.4% | +1.0% | -0.6% | +0.2% |
| 30D | +7.0% | +6.8% | +0.2% | +5.8% |
| 3M | -6.6% | +3.9% | -10.5% | -7.2% |
| 6M | +3.5% | -2.0% | +5.5% | +3.8% |
| YTD | -11.2% | +5.3% | -16.4% | -12.7% |
| 1Y | -10.2% | +2.2% | -12.3% | -11.0% |
| All | +119.7% | +56.9% | +62.8% | +96.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling