+448.7%
AXP vs PTC
+334.9%
+113.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.5% | -1.3% |
| 7D | +0.6% | -0.2% | +0.8% | +0.7% |
| 30D | +5.8% | +0.8% | +5.1% | +5.5% |
| 3M | -6.0% | +32.1% | -38.1% | -17.3% |
| 6M | +0.3% | +42.6% | -42.3% | -15.6% |
| YTD | -12.3% | +12.0% | -24.2% | -18.7% |
| 1Y | -11.2% | +12.2% | -23.4% | -17.8% |
| 3Y | +117.0% | +31.2% | +85.8% | +83.6% |
| 5Y | +93.2% | +54.9% | +38.3% | +49.4% |
| All | +448.7% | +334.9% | +113.8% | +175.2% |
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