+95.6%
AXP vs PTC
+59.6%
+35.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | +0.4% | -0.1% | +0.5% | +0.4% |
| 30D | +7.0% | +0.8% | +6.2% | +6.8% |
| 3M | -6.6% | +39.6% | -46.2% | -18.0% |
| 6M | +3.5% | +41.5% | -38.0% | -10.8% |
| YTD | -11.2% | +11.7% | -22.9% | -15.3% |
| 1Y | -10.2% | +2.4% | -12.6% | -11.2% |
| 3Y | +120.0% | +31.9% | +88.1% | +86.4% |
| 5Y | +95.6% | +54.5% | +41.0% | +50.4% |
| All | +95.6% | +59.6% | +35.9% | +50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling