+505.3%
AXP vs PR
+169.5%
+335.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.9% |
| 7D | -2.1% | +2.9% | -5.0% | -2.4% |
| 30D | -6.5% | +18.0% | -24.6% | -8.3% |
| 3M | +4.6% | +16.9% | -12.2% | +2.5% |
| 6M | +5.4% | +28.2% | -22.8% | +1.9% |
| YTD | -11.1% | +69.3% | -80.4% | -16.8% |
| 1Y | -0.3% | +69.5% | -69.8% | -6.9% |
| 3Y | +111.6% | +81.7% | +29.9% | +94.6% |
| 5Y | +117.6% | +422.2% | -304.7% | +76.8% |
| 10Y | +474.1% | +110.4% | +363.8% | +349.2% |
| All | +505.3% | +169.5% | +335.9% | +362.7% |
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