-7.9%
PG vs AXP
+0.8%
-8.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.9% |
| 7D | -3.4% | -2.5% | -0.9% | -3.2% |
| 30D | -2.6% | -5.0% | +2.4% | -2.3% |
| 3M | -3.3% | +1.4% | -4.7% | -3.2% |
| 6M | -6.7% | +6.0% | -12.7% | -6.7% |
| YTD | +1.7% | -12.3% | +14.1% | +1.9% |
| 1Y | -7.9% | +0.3% | -8.2% | -9.4% |
| All | -7.9% | +0.8% | -8.7% | -9.4% |
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