+76.4%
AXON vs PENG
+153.0%
-76.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -23.0% | +13.2% | -7.8% |
| 7D | -12.7% | -36.7% | +24.0% | -9.5% |
| 30D | -8.6% | -42.0% | +33.4% | -5.0% |
| 3M | -37.2% | -33.2% | -4.0% | -35.8% |
| 6M | +0.5% | +2.1% | -1.6% | -5.0% |
| YTD | -32.6% | +90.3% | -122.9% | -42.6% |
| 1Y | -40.2% | +67.7% | -107.8% | -48.1% |
| All | +76.4% | +153.0% | -76.6% | +24.7% |
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 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