+77.2%
AXON vs PENG
+42.1%
+35.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +12.4% | -30.6% | -19.7% |
| 7D | -26.8% | -19.4% | -7.4% | -25.2% |
| 30D | -22.9% | -42.4% | +19.5% | -18.0% |
| 3M | -40.1% | -25.6% | -14.4% | -39.0% |
| 6M | -18.9% | +7.3% | -26.2% | -25.5% |
| YTD | -44.9% | +113.9% | -158.7% | -56.3% |
| 1Y | -46.7% | +93.6% | -140.3% | -57.0% |
| 3Y | +44.3% | +170.2% | -125.9% | -0.3% |
| All | +77.2% | +42.1% | +35.1% | +27.7% |
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 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