+519.2%
AXP vs PR
+160.5%
+358.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.5% | +8.7% | +2.9% |
| 7D | +4.6% | -12.1% | +16.7% | +6.0% |
| 30D | +9.7% | +0.9% | +8.8% | +9.5% |
| 3M | -3.8% | +10.1% | -13.9% | -5.1% |
| 6M | +4.8% | +1.1% | +3.7% | +4.1% |
| YTD | -9.1% | +63.7% | -72.7% | -14.8% |
| 1Y | -6.7% | +87.0% | -93.7% | -14.0% |
| 3Y | +125.2% | +70.7% | +54.5% | +108.4% |
| 5Y | +105.0% | +246.8% | -141.8% | +72.6% |
| 10Y | +481.5% | +72.6% | +408.9% | +354.8% |
| All | +519.2% | +160.5% | +358.7% | +374.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling