+15.2%
PG vs AXP
+117.7%
-102.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.2% |
| 7D | +1.9% | -2.1% | +4.0% | +2.1% |
| 30D | -0.2% | -6.5% | +6.3% | +0.5% |
| 3M | +4.8% | +4.6% | +0.2% | +4.3% |
| 6M | -6.1% | +5.4% | -11.5% | -6.7% |
| YTD | +4.5% | -11.1% | +15.6% | +5.5% |
| 1Y | -5.3% | -0.3% | -5.0% | -5.7% |
| 3Y | +2.6% | +111.6% | -109.0% | -9.4% |
| All | +15.2% | +117.7% | -102.6% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling