+38.8%
AXON vs PEGA
+44.0%
-5.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.6% |
| 7D | -27.4% | -8.2% | -19.2% | -25.3% |
| 30D | -28.5% | -11.6% | -16.9% | -25.7% |
| 3M | -49.3% | -4.2% | -45.1% | -48.6% |
| 6M | -25.0% | -12.0% | -13.1% | -22.7% |
| YTD | -46.7% | -46.9% | +0.2% | -38.7% |
| 1Y | -48.3% | -47.0% | -1.3% | -40.5% |
| 3Y | +38.8% | +40.9% | -2.1% | +39.4% |
| All | +38.8% | +44.0% | -5.2% | +39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling