+112,002.2%
AXON vs PEGA
+4,814.5%
+107,187.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.2% | -3.9% |
| 7D | -14.2% | +3.3% | -17.4% | -14.8% |
| 30D | -15.4% | +17.7% | -33.1% | -18.6% |
| 3M | +0.5% | +5.8% | -5.3% | -1.2% |
| 6M | -9.5% | -20.3% | +10.8% | -5.0% |
| YTD | -9.2% | -37.1% | +27.9% | +0.2% |
| 1Y | -29.4% | -30.2% | +0.8% | -24.2% |
| 3Y | +139.4% | +48.1% | +91.3% | +106.5% |
| 5Y | +178.9% | -46.8% | +225.7% | +192.2% |
| 10Y | +1,840.8% | +191.3% | +1,649.5% | +1,342.6% |
| All | +112,002.2% | +4,814.5% | +107,187.7% | +54,766.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling