+112.7%
PG vs AXP
+468.6%
-355.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.6% | +0.3% |
| 7D | -2.7% | -2.8% | +0.1% | -2.2% |
| 30D | -1.5% | -5.9% | +4.4% | -0.5% |
| 3M | -3.4% | +2.6% | -6.0% | -3.9% |
| 6M | -7.0% | +6.4% | -13.4% | -8.1% |
| YTD | +2.0% | -12.6% | +14.6% | +3.8% |
| 1Y | -6.5% | +0.2% | -6.7% | -7.2% |
| 3Y | +1.2% | +110.9% | -109.8% | -14.2% |
| 5Y | +12.8% | +114.7% | -101.9% | -6.5% |
| All | +112.7% | +468.6% | -355.9% | +56.1% |
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