+407.0%
AXP vs PSA
+132.6%
+274.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -0.1% | -1.4% | +1.3% | +0.5% |
| 30D | +4.4% | +15.2% | -10.7% | -1.4% |
| 3M | -6.4% | +2.2% | -8.6% | -7.4% |
| 6M | +4.2% | +11.7% | -7.5% | -0.9% |
| YTD | -12.4% | +32.0% | -44.4% | -22.7% |
| 1Y | -11.1% | +26.3% | -37.4% | -20.1% |
| 3Y | +114.9% | +52.4% | +62.5% | +73.0% |
| 5Y | +87.4% | +26.3% | +61.1% | +61.4% |
| All | +407.0% | +132.6% | +274.4% | +218.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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