+448.7%
AXP vs PWR
+1,832.8%
-1,384.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.3% | -7.5% | -3.8% |
| 7D | +0.6% | -12.9% | +13.4% | +5.3% |
| 30D | +5.8% | -22.8% | +28.7% | +16.2% |
| 3M | -6.0% | -19.0% | +13.0% | +0.2% |
| 6M | +0.3% | -31.1% | +31.4% | +13.0% |
| YTD | -12.3% | +28.2% | -40.5% | -28.2% |
| 1Y | -11.2% | +22.2% | -33.4% | -25.9% |
| 3Y | +117.0% | +222.1% | -105.1% | +1.4% |
| 5Y | +93.2% | +364.1% | -270.9% | -30.6% |
| All | +448.7% | +1,832.8% | -1,384.1% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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