+1,180.9%
AXON vs PBF
+299.9%
+881.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.4% | -6.5% | -3.5% |
| 7D | -28.7% | -7.4% | -21.4% | -28.2% |
| 30D | -28.3% | -17.5% | -10.8% | -27.0% |
| 3M | -46.9% | +13.1% | -60.0% | -47.9% |
| 6M | -24.9% | +72.6% | -97.5% | -30.0% |
| YTD | -46.6% | +161.2% | -207.8% | -53.2% |
| 1Y | -49.7% | +93.3% | -143.0% | -54.5% |
| 3Y | +40.6% | +80.7% | -40.1% | +23.8% |
| 5Y | +71.9% | +396.1% | -324.2% | +27.4% |
| 10Y | +1,180.9% | +252.3% | +928.6% | +846.2% |
| All | +1,180.9% | +299.9% | +881.0% | +846.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 10y: compounded portfolio wealth divided by compounded PBF 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…
10y analysis · Full analysis span regression · 6 months rolling