-44.9%
AXON vs PEGA
-47.0%
+2.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.5% |
| 7D | -25.6% | -8.6% | -17.0% | -22.0% |
| 30D | -23.9% | -10.1% | -13.8% | -19.8% |
| 3M | -50.4% | -4.7% | -45.7% | -49.3% |
| 6M | -20.0% | -8.0% | -12.1% | -17.7% |
| YTD | -44.5% | -47.1% | +2.7% | -28.8% |
| 1Y | -44.9% | -47.5% | +2.6% | -29.3% |
| All | -44.9% | -47.0% | +2.2% | -29.3% |
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