+143.0%
AXON vs PENG
+101.4%
+41.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +6.4% | -10.6% | -4.7% |
| 7D | -14.2% | +4.5% | -18.7% | -14.5% |
| 30D | -15.4% | -7.1% | -8.3% | -15.1% |
| 3M | +0.5% | -27.3% | +27.7% | +1.8% |
| 6M | -9.5% | +169.6% | -179.1% | -21.9% |
| YTD | -9.2% | +164.6% | -173.8% | -21.7% |
| 1Y | -29.4% | +109.5% | -138.8% | -37.8% |
| All | +143.0% | +101.4% | +41.6% | +103.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling