+49.6%
PFE vs AXP
+453.0%
-403.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.6% | -0.8% |
| 7D | -4.7% | -1.1% | -3.6% | -4.4% |
| 30D | +3.4% | +5.2% | -1.9% | +2.2% |
| 3M | +9.2% | -4.6% | +13.8% | +10.3% |
| 6M | +15.8% | +3.2% | +12.6% | +14.7% |
| YTD | +23.4% | -11.3% | +34.8% | +25.9% |
| 1Y | +25.8% | -11.0% | +36.8% | +28.2% |
| 3Y | +17.8% | +120.2% | -102.3% | -4.2% |
| 5Y | -20.2% | +91.7% | -111.9% | -34.3% |
| 10Y | +49.6% | +440.3% | -390.7% | -6.9% |
| All | +49.6% | +453.0% | -403.5% | -6.9% |
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