+109.5%
AXON vs PENG
+31.0%
+78.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -23.0% | +13.2% | -6.7% |
| 7D | -12.7% | -36.7% | +24.0% | -7.6% |
| 30D | -8.6% | -42.0% | +33.4% | -2.8% |
| 3M | -37.2% | -33.2% | -4.0% | -35.0% |
| 6M | +0.5% | +2.1% | -1.6% | -7.2% |
| YTD | -32.6% | +90.3% | -122.9% | -45.6% |
| 1Y | -40.2% | +67.7% | -107.8% | -50.6% |
| 3Y | +76.1% | +154.2% | -78.1% | +22.3% |
| 5Y | +109.5% | +28.3% | +81.2% | +53.4% |
| All | +109.5% | +31.0% | +78.5% | +53.4% |
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