+117.0%
AXP vs PSA
+13.6%
+103.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.7% |
| 7D | -2.1% | -3.7% | +1.6% | -0.9% |
| 30D | -6.5% | -7.7% | +1.2% | -4.0% |
| 3M | +4.6% | -0.6% | +5.2% | +4.6% |
| 6M | +5.4% | -0.9% | +6.3% | +5.2% |
| YTD | -11.1% | +18.7% | -29.8% | -17.1% |
| 1Y | -0.3% | +7.6% | -7.9% | -3.9% |
| 3Y | +111.6% | +23.7% | +87.9% | +88.7% |
| All | +117.0% | +13.6% | +103.4% | +102.0% |
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