-29.4%
AXON vs PBR
+70.4%
-99.8%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.9% | -2.3% | -4.9% |
| 7D | -14.2% | +8.6% | -22.7% | -11.2% |
| 30D | -15.4% | +12.8% | -28.2% | -11.2% |
| 3M | +0.5% | +14.7% | -14.2% | +6.9% |
| 6M | -9.5% | +25.2% | -34.7% | -5.7% |
| YTD | -9.2% | +77.1% | -86.3% | -0.5% |
| 1Y | -29.4% | +69.6% | -98.9% | -23.6% |
| All | -29.4% | +70.4% | -99.8% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling