+81.9%
PEP vs AXP
+456.7%
-374.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.7% |
| 7D | +6.7% | +0.4% | +6.3% | +6.6% |
| 30D | +13.5% | +7.0% | +6.5% | +12.0% |
| 3M | +3.9% | -6.6% | +10.5% | +5.3% |
| 6M | -6.0% | +3.5% | -9.4% | -6.8% |
| YTD | +2.5% | -11.2% | +13.6% | +4.3% |
| 1Y | +3.9% | -10.2% | +14.1% | +5.4% |
| 3Y | -4.7% | +120.0% | -124.7% | -22.7% |
| 5Y | +1.1% | +95.6% | -94.5% | -17.6% |
| All | +81.9% | +456.7% | -374.9% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 AXP 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