+170.5%
AXON vs PBR
+566.8%
-396.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.5% | -3.1% |
| 7D | -3.3% | +0.3% | -3.7% | -3.3% |
| 30D | -17.8% | +17.5% | -35.4% | -17.9% |
| 3M | +8.3% | +20.9% | -12.6% | +8.0% |
| 6M | -12.4% | +20.2% | -32.6% | -13.0% |
| YTD | -13.7% | +84.3% | -98.0% | -16.7% |
| 1Y | -33.1% | +77.1% | -110.2% | -35.3% |
| 3Y | +128.2% | +100.8% | +27.4% | +118.7% |
| 5Y | +170.5% | +556.1% | -385.6% | +174.1% |
| All | +170.5% | +566.8% | -396.3% | +174.1% |
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