+1,611.8%
AXON vs PENG
+705.8%
+906.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -9.1% | +10.9% | +3.4% |
| 7D | +0.2% | -20.5% | +20.7% | +3.7% |
| 30D | +3.0% | -20.4% | +23.4% | +5.7% |
| 3M | -30.1% | -16.4% | -13.7% | -29.6% |
| 6M | +7.7% | +49.2% | -41.5% | -7.6% |
| YTD | -25.3% | +147.2% | -172.5% | -42.9% |
| 1Y | -39.9% | +124.7% | -164.6% | -53.3% |
| 3Y | +95.2% | +230.3% | -135.0% | +30.5% |
| 5Y | +129.9% | +71.4% | +58.5% | +65.6% |
| All | +1,611.8% | +705.8% | +906.0% | +884.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling