+440.3%
AXP vs PTC
+326.2%
+114.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -1.1% | +0.8% | -1.9% | -1.4% |
| 30D | +5.2% | +0.7% | +4.5% | +5.0% |
| 3M | -4.6% | +32.6% | -37.2% | -16.1% |
| 6M | +3.2% | +33.6% | -30.3% | -10.6% |
| YTD | -11.3% | +12.4% | -23.8% | -18.0% |
| 1Y | -11.0% | +11.2% | -22.2% | -17.3% |
| 3Y | +120.2% | +31.7% | +88.5% | +86.0% |
| 5Y | +91.7% | +60.1% | +31.7% | +46.4% |
| 10Y | +440.3% | +317.2% | +123.1% | +170.6% |
| All | +440.3% | +326.2% | +114.2% | +170.6% |
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