+1,304.8%
AXON vs PEGA
+101.4%
+1,203.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -3.5% | -14.7% | -16.9% |
| 7D | -26.8% | -4.5% | -22.3% | -25.3% |
| 30D | -22.9% | -5.7% | -17.2% | -21.1% |
| 3M | -40.1% | +2.6% | -42.7% | -40.6% |
| 6M | -18.9% | -10.6% | -8.3% | -16.0% |
| YTD | -44.9% | -45.5% | +0.6% | -32.8% |
| 1Y | -46.7% | -44.8% | -1.9% | -35.4% |
| 3Y | +44.3% | +45.5% | -1.2% | +11.2% |
| 5Y | +71.4% | -45.3% | +116.7% | +94.5% |
| All | +1,304.8% | +101.4% | +1,203.4% | +1,089.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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