+48.5%
PFE vs AXP
+414.5%
-366.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.8% |
| 7D | -2.1% | -2.1% | 0.0% | -1.6% |
| 30D | +3.1% | +2.7% | +0.5% | +2.5% |
| 3M | +11.2% | -7.3% | +18.5% | +12.9% |
| 6M | +15.0% | +1.8% | +13.3% | +14.3% |
| YTD | +23.5% | -13.1% | +36.6% | +26.6% |
| 1Y | +18.9% | -13.7% | +32.6% | +22.0% |
| 3Y | +18.7% | +113.1% | -94.4% | -2.7% |
| 5Y | -24.0% | +85.9% | -110.0% | -37.0% |
| All | +48.5% | +414.5% | -366.0% | -3.8% |
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