+117.0%
AXP vs PSA
+50.8%
+66.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | +0.6% | +3.9% | -3.3% | -0.4% |
| 30D | +5.8% | +19.7% | -13.8% | +0.9% |
| 3M | -6.0% | +4.3% | -10.3% | -7.1% |
| 6M | +0.3% | +11.4% | -11.1% | -2.8% |
| YTD | -12.3% | +33.9% | -46.2% | -19.7% |
| 1Y | -11.2% | +28.3% | -39.5% | -17.7% |
| 3Y | +117.0% | +53.5% | +63.5% | +88.7% |
| All | +117.0% | +50.8% | +66.3% | +88.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling