+1,060.5%
AXON vs PEGA
+94.5%
+966.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.4% |
| 7D | -25.6% | -8.6% | -17.0% | -22.9% |
| 30D | -23.9% | -10.1% | -13.8% | -20.7% |
| 3M | -50.4% | -4.7% | -45.7% | -49.6% |
| 6M | -20.0% | -8.0% | -12.1% | -18.0% |
| YTD | -44.5% | -47.1% | +2.7% | -31.5% |
| 1Y | -44.9% | -47.5% | +2.6% | -31.9% |
| 3Y | +44.7% | +40.2% | +4.5% | +13.0% |
| 5Y | +86.7% | -45.7% | +132.4% | +112.0% |
| 10Y | +1,060.5% | +85.1% | +975.4% | +896.5% |
| All | +1,060.5% | +94.5% | +966.0% | +896.5% |
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