+469.1%
AXP vs PWR
+2,321.3%
-1,852.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.4% |
| 7D | -2.1% | +3.6% | -5.7% | -3.6% |
| 30D | -6.5% | -8.6% | +2.0% | -3.2% |
| 3M | +4.6% | -13.2% | +17.8% | +9.4% |
| 6M | +5.4% | +9.9% | -4.5% | -3.0% |
| YTD | -11.1% | +48.0% | -59.2% | -30.0% |
| 1Y | -0.3% | +66.2% | -66.5% | -26.8% |
| 3Y | +111.6% | +195.1% | -83.5% | +7.8% |
| 5Y | +117.6% | +442.6% | -325.0% | -25.4% |
| All | +469.1% | +2,321.3% | -1,852.1% | -28.9% |
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