+436.0%
AXP vs PSKY
-85.1%
+521.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.8% | +4.7% | +0.9% |
| 7D | +1.8% | -24.6% | +26.3% | +7.1% |
| 30D | -4.0% | -36.1% | +32.1% | +4.7% |
| 3M | -0.2% | -34.6% | +34.4% | +6.5% |
| 6M | -3.2% | -40.5% | +37.4% | +5.4% |
| YTD | -14.3% | -47.7% | +33.4% | -5.3% |
| 1Y | -1.9% | -58.4% | +56.5% | +13.6% |
| 3Y | +112.3% | -40.7% | +153.0% | +104.4% |
| 5Y | +89.7% | -80.0% | +169.7% | +139.2% |
| All | +436.0% | -85.1% | +521.2% | +350.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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