+86.1%
AXP vs PSA
+26.3%
+59.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -0.1% | -1.4% | +1.3% | +0.4% |
| 30D | +4.4% | +15.2% | -10.7% | -0.7% |
| 3M | -6.4% | +2.2% | -8.6% | -7.2% |
| 6M | +4.2% | +11.7% | -7.5% | -0.3% |
| YTD | -12.4% | +32.0% | -44.4% | -21.7% |
| 1Y | -11.1% | +26.3% | -37.4% | -19.2% |
| 3Y | +114.9% | +52.4% | +62.5% | +74.4% |
| All | +86.1% | +26.3% | +59.9% | +48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling