+1,172.9%
AXON vs PENG
+689.3%
+483.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -5.5% | +8.2% | +3.6% |
| 7D | +0.8% | +13.2% | -12.4% | -1.5% |
| 30D | -22.8% | -29.9% | +7.2% | -19.3% |
| 3M | -48.8% | -22.2% | -26.5% | -48.1% |
| 6M | -16.3% | -1.9% | -14.4% | -22.0% |
| YTD | -44.5% | +142.1% | -186.6% | -57.8% |
| 1Y | -43.4% | +151.5% | -194.9% | -57.3% |
| 3Y | +44.3% | +206.9% | -162.7% | -2.9% |
| 5Y | +85.1% | +58.2% | +26.9% | +34.4% |
| All | +1,172.9% | +689.3% | +483.6% | +628.1% |
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