+120.2%
AXP vs PSLV
+125.0%
-4.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | +0.9% |
| 7D | -1.1% | +6.3% | -7.4% | -1.5% |
| 30D | +5.2% | -13.0% | +18.3% | +6.0% |
| 3M | -4.6% | -16.9% | +12.3% | -3.7% |
| 6M | +3.2% | -34.0% | +37.2% | +5.1% |
| YTD | -11.3% | -26.8% | +15.5% | -12.2% |
| 1Y | -11.0% | +7.7% | -18.7% | -16.1% |
| 3Y | +120.2% | +125.3% | -5.1% | +81.3% |
| All | +120.2% | +125.0% | -4.8% | +81.3% |
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