+6,606.2%
AXP vs PTC
+8,796.0%
-2,189.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.5% |
| 6M | +3.5% | +41.5% | -38.0% | -6.2% |
| YTD | -11.2% | +11.7% | -22.9% | -15.3% |
| 1Y | -10.2% | +2.4% | -12.6% | -12.8% |
| 3Y | +120.0% | +31.9% | +88.1% | +101.1% |
| 5Y | +95.6% | +54.5% | +41.0% | +71.6% |
| 10Y | +468.1% | +342.1% | +126.1% | +291.5% |
| All | +6,606.2% | +8,796.0% | -2,189.8% | +1,529.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling