-4.1%
PEP vs AXP
+118.6%
-122.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.2% |
| 7D | +4.6% | -0.6% | +5.2% | +4.7% |
| 30D | +14.0% | +5.0% | +9.0% | +13.7% |
| 3M | +5.4% | -4.2% | +9.6% | +5.6% |
| 6M | -5.1% | +2.9% | -8.1% | -5.2% |
| YTD | +3.1% | -11.6% | +14.7% | +3.6% |
| 1Y | +4.8% | -11.1% | +15.9% | +5.2% |
| 3Y | -4.1% | +116.7% | -120.9% | -11.4% |
| All | -4.1% | +118.6% | -122.8% | -11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling