+467.1%
AXP vs PSLV
+194.1%
+272.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -1.6% |
| 7D | -2.5% | +3.3% | -5.8% | -2.8% |
| 30D | -5.0% | +2.1% | -7.2% | -5.3% |
| 3M | +1.4% | +7.1% | -5.8% | +0.4% |
| 6M | +6.0% | -21.6% | +27.6% | +8.2% |
| YTD | -12.3% | -6.7% | -5.6% | -14.5% |
| 1Y | +0.3% | +59.3% | -59.0% | -11.1% |
| 3Y | +111.7% | +182.1% | -70.4% | +68.1% |
| 5Y | +114.5% | +162.6% | -48.1% | +69.8% |
| 10Y | +467.1% | +203.0% | +264.0% | +283.8% |
| All | +467.1% | +194.1% | +272.9% | +283.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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