+4,660.3%
PG vs AXP
+6,623.2%
-1,962.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +4.1% | -0.6% | +4.7% | +4.2% |
| 30D | +12.3% | +5.0% | +7.3% | +11.2% |
| 3M | +15.9% | -4.2% | +20.2% | +16.9% |
| 6M | +16.8% | +2.9% | +13.9% | +15.9% |
| YTD | +21.1% | -11.6% | +32.7% | +23.3% |
| 1Y | +19.3% | -11.1% | +30.4% | +21.3% |
| 3Y | +20.6% | +116.7% | -96.1% | +0.5% |
| 5Y | +30.7% | +89.6% | -58.9% | +9.9% |
| 10Y | +166.7% | +428.4% | -261.7% | +72.7% |
| All | +4,660.3% | +6,623.2% | -1,962.9% | +1,440.7% |
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