+88.4%
AXON vs PBR
+459.2%
-370.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +2.7% |
| 7D | +0.8% | -1.0% | +1.8% | +0.8% |
| 30D | -22.8% | -29.3% | +6.5% | -22.8% |
| 3M | -48.8% | +5.5% | -54.3% | -49.0% |
| 6M | -16.3% | -2.9% | -13.4% | -16.4% |
| YTD | -44.5% | +61.5% | -105.9% | -47.0% |
| 1Y | -43.4% | +46.9% | -90.3% | -45.5% |
| 3Y | +44.3% | +66.4% | -22.2% | +36.7% |
| All | +88.4% | +459.2% | -370.8% | +83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling