+6,606.2%
AXP vs PSA
+16,171.7%
-9,565.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.0% |
| 7D | +0.4% | +7.4% | -7.0% | -3.0% |
| 30D | +7.0% | +19.1% | -12.1% | -1.8% |
| 3M | -6.6% | +5.1% | -11.7% | -9.0% |
| 6M | +3.5% | +16.2% | -12.7% | -4.5% |
| YTD | -11.2% | +35.2% | -46.3% | -24.3% |
| 1Y | -10.2% | +27.1% | -37.3% | -21.1% |
| 3Y | +120.0% | +51.7% | +68.3% | +72.6% |
| 5Y | +95.6% | +31.8% | +63.8% | +61.4% |
| 10Y | +468.1% | +148.0% | +320.2% | +228.1% |
| All | +6,606.2% | +16,171.7% | -9,565.5% | +1,116.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling