+469.1%
AXP vs PTC
+224.0%
+245.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.0% | +4.9% | +1.2% |
| 7D | -2.1% | -10.3% | +8.2% | +2.0% |
| 30D | -6.5% | +1.1% | -7.7% | -7.4% |
| 3M | +4.6% | +1.6% | +3.0% | +2.5% |
| 6M | +5.4% | -13.5% | +18.9% | +9.8% |
| YTD | -11.1% | -19.1% | +7.9% | -5.1% |
| 1Y | -0.3% | -33.9% | +33.6% | +15.4% |
| 3Y | +111.6% | -3.9% | +115.5% | +105.2% |
| 5Y | +117.6% | +6.0% | +111.5% | +97.8% |
| All | +469.1% | +224.0% | +245.1% | +211.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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