-10.9%
AXP vs PTC
+10.5%
-21.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +1.0% |
| 7D | -1.1% | +0.8% | -1.9% | -1.2% |
| 30D | +5.2% | +0.7% | +4.5% | +5.2% |
| 3M | -4.6% | +32.6% | -37.2% | -7.0% |
| 6M | +3.2% | +33.6% | -30.3% | +1.2% |
| YTD | -11.3% | +12.4% | -23.8% | -5.8% |
| All | -10.9% | +10.5% | -21.4% | -4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling