+117.0%
AXP vs PR
+433.6%
-316.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.8% |
| 7D | -2.1% | +2.9% | -5.0% | -2.7% |
| 30D | -6.5% | +18.0% | -24.6% | -10.0% |
| 3M | +4.6% | +16.9% | -12.2% | +0.5% |
| 6M | +5.4% | +28.2% | -22.8% | -1.6% |
| YTD | -11.1% | +69.3% | -80.4% | -22.6% |
| 1Y | -0.3% | +69.5% | -69.8% | -13.6% |
| 3Y | +111.6% | +81.7% | +29.9% | +76.5% |
| All | +117.0% | +433.6% | -316.6% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling