+80.2%
AXON vs PBF
+441.3%
-361.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.2% | -4.9% | -2.7% |
| 7D | -19.7% | +4.3% | -24.0% | -19.9% |
| 30D | -25.7% | -21.8% | -3.9% | -24.9% |
| 3M | -48.8% | +1.7% | -50.5% | -49.0% |
| 6M | -22.0% | +69.8% | -91.8% | -24.9% |
| YTD | -45.9% | +167.7% | -213.7% | -50.0% |
| 1Y | -46.1% | +89.0% | -135.0% | -48.9% |
| 3Y | +40.9% | +78.8% | -37.9% | +29.4% |
| 5Y | +80.2% | +415.4% | -335.2% | +54.4% |
| All | +80.2% | +441.3% | -361.1% | +54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling