+182.3%
AXON vs PENG
+115.2%
+67.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +6.4% | -10.6% | -5.1% |
| 7D | -14.2% | +4.5% | -18.7% | -14.7% |
| 30D | -15.4% | -7.1% | -8.3% | -14.8% |
| 3M | +0.5% | -27.3% | +27.7% | +2.6% |
| 6M | -9.5% | +169.6% | -179.1% | -28.7% |
| YTD | -9.2% | +164.6% | -173.8% | -28.6% |
| 1Y | -29.4% | +109.5% | -138.8% | -42.4% |
| 3Y | +139.4% | +98.9% | +40.5% | +80.1% |
| All | +182.3% | +115.2% | +67.1% | +104.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling