+95.6%
AXP vs PWR
+349.5%
-253.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -12.3% | +10.0% | +1.1% |
| 7D | +0.4% | -19.9% | +20.2% | +6.0% |
| 30D | +7.0% | -29.3% | +36.3% | +16.8% |
| 3M | -6.6% | -25.5% | +18.9% | 0.0% |
| 6M | +3.5% | -34.0% | +37.5% | +13.9% |
| YTD | -11.2% | +20.7% | -31.9% | -21.7% |
| 1Y | -10.2% | +12.3% | -22.5% | -18.9% |
| 3Y | +120.0% | +201.9% | -81.8% | +28.1% |
| 5Y | +95.6% | +336.8% | -241.2% | -3.3% |
| All | +95.6% | +349.5% | -253.9% | -3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling