+1,123.5%
AXON vs PENG
+661.7%
+461.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +9.3% | -12.4% | -4.7% |
| 7D | -28.7% | -3.8% | -24.9% | -29.0% |
| 30D | -28.3% | -40.1% | +11.8% | -23.2% |
| 3M | -46.9% | -21.8% | -25.1% | -46.3% |
| 6M | -24.9% | +3.3% | -28.2% | -30.8% |
| YTD | -46.6% | +133.6% | -180.3% | -59.1% |
| 1Y | -49.7% | +110.7% | -160.4% | -60.7% |
| 3Y | +40.6% | +204.3% | -163.7% | -5.3% |
| 5Y | +71.9% | +54.4% | +17.5% | +25.3% |
| All | +1,123.5% | +661.7% | +461.8% | +604.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 10y: compounded portfolio wealth divided by compounded PENG 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…
10y analysis · Full analysis span regression · 6 months rolling