-31.8%
AXON vs PEGA
-35.6%
+3.8%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.2% | +2.2% | -0.2% |
| 7D | -2.5% | -2.4% | -0.1% | -1.5% |
| 30D | -11.5% | +9.6% | -21.1% | -15.1% |
| 3M | +7.3% | +2.3% | +5.0% | +5.0% |
| 6M | -11.9% | -23.9% | +11.9% | -4.3% |
| YTD | -11.0% | -39.8% | +28.8% | +2.4% |
| 1Y | -31.8% | -37.4% | +5.7% | -22.6% |
| All | -31.8% | -35.6% | +3.8% | -22.6% |
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