+35.8%
PFE vs AXP
+474.4%
-438.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.0% |
| 7D | +1.8% | -2.1% | +3.9% | +2.2% |
| 30D | +10.2% | -6.5% | +16.8% | +11.8% |
| 3M | +12.7% | +4.6% | +8.0% | +11.3% |
| 6M | +10.5% | +5.4% | +5.1% | +8.9% |
| YTD | +20.2% | -11.1% | +31.3% | +22.6% |
| 1Y | +24.1% | -0.3% | +24.4% | +23.1% |
| 3Y | -3.6% | +111.6% | -115.1% | -20.9% |
| 5Y | -20.9% | +117.6% | -138.4% | -37.1% |
| All | +35.8% | +474.4% | -438.5% | -19.0% |
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