+428.4%
AXP vs PSA
+131.0%
+297.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | -0.6% | +0.8% | -1.4% | -0.9% |
| 30D | +5.0% | +15.9% | -10.9% | -1.2% |
| 3M | -4.2% | +4.2% | -8.4% | -6.0% |
| 6M | +2.9% | +10.1% | -7.2% | -1.5% |
| YTD | -11.6% | +33.3% | -44.9% | -22.3% |
| 1Y | -11.1% | +28.2% | -39.3% | -20.6% |
| 3Y | +116.7% | +54.9% | +61.9% | +73.3% |
| 5Y | +89.6% | +28.3% | +61.3% | +62.1% |
| 10Y | +428.4% | +134.1% | +294.3% | +229.2% |
| All | +428.4% | +131.0% | +297.3% | +229.2% |
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