+193.6%
AXON vs PCOR
-10.0%
+203.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | 0.0% | -9.8% | -9.8% |
| 7D | -12.7% | +23.7% | -36.4% | -20.1% |
| 30D | -8.6% | +39.0% | -47.6% | -20.2% |
| 3M | -37.2% | +35.8% | -73.0% | -44.6% |
| 6M | +0.5% | +38.2% | -37.7% | -12.5% |
| YTD | -32.6% | +3.9% | -36.6% | -35.6% |
| 1Y | -40.2% | +5.7% | -45.9% | -43.5% |
| 3Y | +76.1% | +44.8% | +31.3% | +41.8% |
| 5Y | +109.5% | -19.8% | +129.2% | +83.9% |
| All | +193.6% | -10.0% | +203.6% | +153.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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