+6,605.7%
AXON vs PBF
+303.9%
+6,301.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.3% | -2.9% | -4.0% |
| 7D | -14.2% | +4.3% | -18.5% | -14.6% |
| 30D | -15.4% | +22.0% | -37.4% | -17.4% |
| 3M | +0.5% | +74.5% | -74.0% | -6.6% |
| 6M | -9.5% | +67.7% | -77.2% | -16.3% |
| YTD | -9.2% | +179.2% | -188.4% | -21.5% |
| 1Y | -29.4% | +170.0% | -199.4% | -39.2% |
| 3Y | +139.4% | +66.4% | +73.0% | +112.1% |
| 5Y | +178.9% | +764.5% | -585.6% | +86.0% |
| 10Y | +1,840.8% | +358.5% | +1,482.3% | +1,106.9% |
| All | +6,605.7% | +303.9% | +6,301.9% | +4,330.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling