+0.3%
AXP vs PSLV
+57.7%
-57.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -1.3% |
| 7D | -2.5% | +3.3% | -5.8% | -2.5% |
| 30D | -5.0% | +2.1% | -7.2% | -5.0% |
| 3M | +1.4% | +7.1% | -5.8% | +1.3% |
| 6M | +6.0% | -21.6% | +27.6% | +5.4% |
| YTD | -12.3% | -6.7% | -5.6% | -10.7% |
| 1Y | +0.3% | +59.3% | -59.0% | +6.1% |
| All | +0.3% | +57.7% | -57.4% | +6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling