+1,046.6%
AXON vs PEGA
+97.3%
+949.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.2% | +1.5% | +2.3% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | -22.8% | -4.1% | -18.6% | -21.5% |
| 3M | -48.8% | -2.8% | -45.9% | -48.3% |
| 6M | -16.3% | -0.4% | -15.8% | -16.7% |
| YTD | -44.5% | -45.4% | +0.9% | -32.3% |
| 1Y | -43.4% | -42.6% | -0.8% | -32.3% |
| 3Y | +44.3% | +45.4% | -1.2% | +11.1% |
| 5Y | +85.1% | -44.6% | +129.7% | +108.9% |
| All | +1,046.6% | +97.3% | +949.3% | +870.8% |
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