+83,065.2%
AXON vs PEGA
+4,315.9%
+78,749.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -2.3% | -7.5% | -9.3% |
| 7D | -12.7% | -1.6% | -11.1% | -12.3% |
| 30D | -8.6% | -3.0% | -5.6% | -8.0% |
| 3M | -37.2% | +5.8% | -43.0% | -38.1% |
| 6M | +0.5% | -8.8% | +9.3% | +2.4% |
| YTD | -32.6% | -43.5% | +10.9% | -23.8% |
| 1Y | -40.2% | -43.4% | +3.2% | -32.4% |
| 3Y | +76.1% | +48.6% | +27.5% | +52.0% |
| 5Y | +109.5% | -43.3% | +152.8% | +116.8% |
| 10Y | +1,640.5% | +109.7% | +1,530.8% | +1,285.1% |
| All | +83,065.2% | +4,315.9% | +78,749.3% | +41,633.5% |
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 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