+16.2%
PFE vs AXP
+120.3%
-104.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.7% | -2.6% |
| 7D | -0.2% | +0.4% | -0.6% | -0.3% |
| 30D | +8.7% | +7.0% | +1.6% | +7.5% |
| 3M | +15.8% | -6.6% | +22.4% | +16.9% |
| 6M | +16.8% | +3.5% | +13.4% | +15.9% |
| YTD | +26.2% | -11.2% | +37.4% | +28.2% |
| 1Y | +29.9% | -10.2% | +40.1% | +31.7% |
| All | +16.2% | +120.3% | -104.1% | +2.9% |
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 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