+1,787.9%
AXON vs PBR
+697.0%
+1,091.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | -7.0% | +5.4% | -12.4% | -7.9% |
| 30D | -20.1% | +22.9% | -43.0% | -23.0% |
| 3M | +7.4% | +19.6% | -12.2% | +3.4% |
| 6M | -7.4% | +16.5% | -23.9% | -11.0% |
| YTD | -15.6% | +86.7% | -102.3% | -26.2% |
| 1Y | -36.2% | +74.7% | -110.9% | -43.6% |
| 3Y | +124.8% | +102.6% | +22.3% | +90.0% |
| 5Y | +166.6% | +566.6% | -400.0% | +65.0% |
| All | +1,787.9% | +697.0% | +1,091.0% | +931.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling