-10.2%
AXP vs PR
+80.0%
-90.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.9% | +2.6% | -2.9% |
| 7D | +0.4% | -16.5% | +16.9% | -2.0% |
| 30D | +7.0% | -4.5% | +11.6% | +6.2% |
| 3M | -6.6% | +8.5% | -15.1% | -5.3% |
| 6M | +3.5% | -3.3% | +6.8% | +4.7% |
| YTD | -11.2% | +55.7% | -66.9% | -12.7% |
| 1Y | -10.2% | +82.0% | -92.2% | -13.4% |
| All | -10.2% | +80.0% | -90.1% | -13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling