+117.0%
AXP vs PWR
+221.0%
-104.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.3% | -7.5% | -2.5% |
| 7D | +0.6% | -12.9% | +13.4% | +2.9% |
| 30D | +5.8% | -22.8% | +28.7% | +10.9% |
| 3M | -6.0% | -19.0% | +13.0% | -2.9% |
| 6M | +0.3% | -31.1% | +31.4% | +7.2% |
| YTD | -12.3% | +28.2% | -40.5% | -22.2% |
| 1Y | -11.2% | +22.2% | -33.4% | -20.2% |
| 3Y | +117.0% | +222.1% | -105.1% | +46.6% |
| All | +117.0% | +221.0% | -104.0% | +46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling