+295.7%
AXON vs PCOR
-30.9%
+326.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.3% | +0.1% | -2.5% |
| 7D | -14.2% | -9.0% | -5.2% | -10.8% |
| 30D | -15.4% | +4.2% | -19.6% | -16.5% |
| 3M | +0.5% | +14.4% | -13.9% | -4.8% |
| 6M | -9.5% | +0.2% | -9.7% | -10.5% |
| YTD | -9.2% | -20.3% | +11.0% | -3.0% |
| 1Y | -29.4% | -16.1% | -13.2% | -26.7% |
| 3Y | +139.4% | -14.7% | +154.1% | +135.9% |
| 5Y | +178.9% | -43.2% | +222.1% | +177.8% |
| All | +295.7% | -30.9% | +326.7% | +281.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling