+114.5%
AXP vs PSLV
+175.1%
-60.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | +0.6% | +2.7% | -2.1% | +0.5% |
| 30D | -4.3% | +3.5% | -7.8% | -4.5% |
| 3M | +4.7% | +0.3% | +4.4% | +4.5% |
| 6M | +9.0% | -21.0% | +30.0% | +9.8% |
| YTD | -11.1% | -8.9% | -2.2% | -12.8% |
| 1Y | +1.3% | +54.0% | -52.7% | -7.6% |
| 3Y | +114.5% | +175.4% | -61.0% | +81.4% |
| All | +114.5% | +175.1% | -60.6% | +81.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling