+44.3%
AXON vs PBR
+69.2%
-24.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +2.8% |
| 7D | +0.8% | -1.0% | +1.8% | +0.7% |
| 30D | -22.8% | -29.3% | +6.5% | -24.3% |
| 3M | -48.8% | +5.5% | -54.3% | -48.9% |
| 6M | -16.3% | -2.9% | -13.4% | -16.1% |
| YTD | -44.5% | +61.5% | -105.9% | -48.6% |
| 1Y | -43.4% | +46.9% | -90.3% | -46.9% |
| 3Y | +44.3% | +66.4% | -22.2% | +29.6% |
| All | +44.3% | +69.2% | -24.9% | +29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling