+18.1%
PG vs AXP
-12.6%
+30.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.0% |
| 7D | +2.7% | -0.1% | +2.8% | +2.7% |
| 30D | +9.2% | +4.4% | +4.7% | +9.0% |
| 3M | +18.5% | -6.4% | +24.9% | +18.9% |
| 6M | +21.1% | +4.2% | +16.9% | +21.5% |
| YTD | +21.9% | -12.4% | +34.3% | +21.7% |
| 1Y | +18.1% | -11.1% | +29.2% | +16.9% |
| All | +18.1% | -12.6% | +30.7% | +16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling