+4,650.8%
PG vs AXP
+6,640.9%
-1,990.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.7% | +1.6% |
| 7D | +2.9% | -1.1% | +4.0% | +3.1% |
| 30D | +12.0% | +5.2% | +6.8% | +10.9% |
| 3M | +16.2% | -4.6% | +20.8% | +17.2% |
| 6M | +16.6% | +3.2% | +13.4% | +15.6% |
| YTD | +20.9% | -11.3% | +32.2% | +23.0% |
| 1Y | +17.8% | -11.0% | +28.9% | +19.8% |
| 3Y | +21.2% | +120.2% | -99.0% | +0.7% |
| 5Y | +31.7% | +91.7% | -60.0% | +10.5% |
| 10Y | +156.9% | +440.3% | -283.4% | +65.6% |
| All | +4,650.8% | +6,640.9% | -1,990.2% | +1,436.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling