+20.9%
PFE vs AXP
+118.6%
-97.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -0.7% | -0.6% | -0.1% | -0.6% |
| 30D | +5.3% | +5.0% | +0.4% | +4.6% |
| 3M | +10.1% | -4.2% | +14.4% | +10.8% |
| 6M | +18.0% | +2.9% | +15.1% | +17.2% |
| YTD | +25.8% | -11.6% | +37.4% | +27.9% |
| 1Y | +28.4% | -11.1% | +39.5% | +30.4% |
| 3Y | +20.9% | +116.7% | -95.8% | +9.2% |
| All | +20.9% | +118.6% | -97.7% | +9.2% |
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