+44.3%
AXON vs PBF
+59.0%
-14.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -1.6% | -16.6% | -18.1% |
| 7D | -26.8% | -13.8% | -13.1% | -26.6% |
| 30D | -22.9% | -19.6% | -3.3% | -22.6% |
| 3M | -40.1% | +10.3% | -50.3% | -40.3% |
| 6M | -18.9% | +63.4% | -82.3% | -20.8% |
| YTD | -44.9% | +152.6% | -197.5% | -48.0% |
| 1Y | -46.7% | +87.4% | -134.0% | -48.7% |
| 3Y | +44.3% | +63.3% | -18.9% | +30.8% |
| All | +44.3% | +59.0% | -14.7% | +30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling