-39.9%
AXON vs PBR
+74.7%
-114.6%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -7.0% | +8.8% | -0.6% |
| 7D | +0.2% | -11.0% | +11.2% | -3.7% |
| 30D | +3.0% | -18.8% | +21.8% | -3.5% |
| 3M | -30.1% | +7.8% | -38.0% | -25.6% |
| 6M | +7.7% | -7.6% | +15.3% | +12.6% |
| YTD | -25.3% | +72.7% | -98.0% | -15.9% |
| 1Y | -39.9% | +72.9% | -112.9% | -32.6% |
| All | -39.9% | +74.7% | -114.6% | -32.6% |
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