+1,854.5%
AXON vs PEGA
+175.4%
+1,679.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.2% | +2.2% | -0.5% |
| 7D | -2.5% | -2.4% | -0.1% | -1.6% |
| 30D | -11.5% | +9.6% | -21.1% | -14.5% |
| 3M | +7.3% | +2.3% | +5.0% | +5.6% |
| 6M | -11.9% | -23.9% | +11.9% | -4.0% |
| YTD | -11.0% | -39.8% | +28.8% | +4.4% |
| 1Y | -31.8% | -37.4% | +5.7% | -21.5% |
| 3Y | +135.4% | +53.1% | +82.3% | +78.6% |
| 5Y | +176.9% | -47.2% | +224.1% | +220.7% |
| 10Y | +1,854.5% | +174.3% | +1,680.1% | +1,139.4% |
| All | +1,854.5% | +175.4% | +1,679.1% | +1,139.4% |
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