-36.2%
AXON vs PBR
+74.3%
-110.5%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | -0.2% |
| 7D | -7.0% | +5.4% | -12.4% | -5.0% |
| 30D | -20.1% | +22.9% | -43.0% | -13.1% |
| 3M | +7.4% | +19.6% | -12.2% | +16.8% |
| 6M | -7.4% | +16.5% | -23.9% | -1.1% |
| YTD | -15.6% | +86.7% | -102.3% | -4.1% |
| 1Y | -36.2% | +74.7% | -110.9% | -30.7% |
| All | -36.2% | +74.3% | -110.5% | -30.7% |
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