+407.0%
AXP vs PSX
+368.0%
+39.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.4% |
| 7D | -0.1% | +7.8% | -7.9% | -3.7% |
| 30D | +4.4% | -10.9% | +15.3% | +9.7% |
| 3M | -6.4% | +14.5% | -20.9% | -13.3% |
| 6M | +4.2% | +56.1% | -52.0% | -18.0% |
| YTD | -12.4% | +109.6% | -121.9% | -41.7% |
| 1Y | -11.1% | +95.5% | -106.6% | -38.9% |
| 3Y | +114.9% | +156.2% | -41.3% | +24.1% |
| 5Y | +87.4% | +310.0% | -222.6% | -22.0% |
| All | +407.0% | +368.0% | +39.0% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 10y: compounded portfolio wealth divided by compounded PSX 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…
10y analysis · Full analysis span regression · 6 months rolling