+424.9%
AXP vs PSA
+133.3%
+291.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -2.9% | -2.1% | -0.8% | -2.0% |
| 30D | +3.7% | +16.2% | -12.5% | -2.5% |
| 3M | -4.9% | +4.3% | -9.2% | -6.6% |
| 6M | +4.1% | +9.9% | -5.8% | -0.3% |
| YTD | -11.7% | +33.3% | -44.9% | -22.4% |
| 1Y | -11.7% | +25.8% | -37.6% | -20.5% |
| 3Y | +116.5% | +54.8% | +61.7% | +73.1% |
| 5Y | +89.5% | +27.5% | +62.0% | +62.5% |
| 10Y | +424.9% | +134.5% | +290.4% | +226.8% |
| All | +424.9% | +133.3% | +291.6% | +226.8% |
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