+455.5%
AXP vs PR
+62.9%
+392.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.9% | +2.6% | -1.8% |
| 7D | +0.4% | -16.5% | +16.9% | +2.3% |
| 30D | +7.0% | -4.5% | +11.6% | +7.4% |
| 3M | -6.6% | +8.5% | -15.1% | -7.7% |
| 6M | +3.5% | -3.3% | +6.8% | +3.2% |
| YTD | -11.2% | +55.7% | -66.9% | -16.3% |
| 1Y | -10.2% | +82.0% | -92.2% | -17.0% |
| 3Y | +120.0% | +62.5% | +57.6% | +104.6% |
| 5Y | +95.6% | +223.9% | -128.4% | +65.5% |
| All | +455.5% | +62.9% | +392.6% | +342.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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