-46.7%
AXON vs PEGA
-45.2%
-1.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -3.5% | -14.7% | -16.5% |
| 7D | -26.8% | -4.5% | -22.3% | -24.9% |
| 30D | -22.9% | -5.7% | -17.2% | -20.6% |
| 3M | -40.1% | +2.6% | -42.7% | -40.8% |
| 6M | -18.9% | -10.6% | -8.3% | -15.6% |
| YTD | -44.9% | -45.5% | +0.6% | -30.9% |
| 1Y | -46.7% | -44.8% | -1.9% | -33.5% |
| All | -46.7% | -45.2% | -1.5% | -33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling