+879.2%
AXP vs PSLV
+117.0%
+762.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.2% |
| 3M | +4.6% | -7.4% | +12.1% | +5.1% |
| 6M | +5.4% | -20.3% | +25.7% | +7.0% |
| YTD | -11.1% | -8.2% | -2.9% | -12.3% |
| 1Y | -0.3% | +57.9% | -58.2% | -7.7% |
| 3Y | +111.6% | +162.1% | -50.5% | +84.0% |
| 5Y | +117.6% | +151.2% | -33.6% | +88.4% |
| 10Y | +474.1% | +191.7% | +282.5% | +375.4% |
| All | +879.2% | +117.0% | +762.2% | +632.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling