+118.1%
AXP vs PSLV
+155.6%
-37.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.0% |
| 7D | -2.1% | -0.6% | -1.5% | -2.1% |
| 30D | -6.5% | +7.3% | -13.8% | -7.1% |
| 3M | +4.6% | -7.4% | +12.1% | +5.0% |
| 6M | +5.4% | -20.3% | +25.7% | +6.7% |
| YTD | -11.1% | -8.2% | -2.9% | -13.1% |
| 1Y | -0.3% | +57.9% | -58.2% | -10.3% |
| 3Y | +111.6% | +162.1% | -50.5% | +74.4% |
| All | +118.1% | +155.6% | -37.5% | +71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling