+857.8%
AXP vs PSLV
+61.5%
+796.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +1.9% | -1.2% |
| 7D | -2.1% | -4.3% | +2.1% | -1.7% |
| 30D | +2.7% | -16.6% | +19.3% | +4.3% |
| 3M | -7.3% | -24.6% | +17.3% | -5.1% |
| 6M | +1.8% | -42.5% | +44.3% | +6.5% |
| YTD | -13.1% | -31.7% | +18.7% | -12.1% |
| 1Y | -13.7% | -8.7% | -5.1% | -15.6% |
| 3Y | +113.1% | +113.6% | -0.5% | +88.3% |
| 5Y | +85.9% | +83.3% | +2.6% | +65.5% |
| 10Y | +416.7% | +143.2% | +273.5% | +335.9% |
| All | +857.8% | +61.5% | +796.3% | +635.0% |
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