+6,763.5%
AXP vs PPL
+2,153.2%
+4,610.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +4.6% | +1.8% | +2.8% | +3.7% |
| 30D | +9.7% | +8.4% | +1.3% | +5.3% |
| 3M | -3.8% | +2.4% | -6.2% | -5.1% |
| 6M | +4.8% | -4.0% | +8.8% | +6.4% |
| YTD | -9.1% | +4.5% | -13.5% | -12.1% |
| 1Y | -6.7% | +1.7% | -8.4% | -8.7% |
| 3Y | +125.2% | +55.5% | +69.7% | +74.7% |
| 5Y | +105.0% | +47.0% | +57.9% | +62.4% |
| 10Y | +481.5% | +62.4% | +419.1% | +331.6% |
| All | +6,763.5% | +2,153.2% | +4,610.3% | +1,540.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling