+1,854.5%
AXON vs PFG
+239.4%
+1,615.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.4% |
| 7D | -2.5% | +6.0% | -8.5% | -4.8% |
| 30D | -11.5% | +2.2% | -13.7% | -12.3% |
| 3M | +7.3% | +10.4% | -3.1% | +2.7% |
| 6M | -11.9% | +27.8% | -39.7% | -20.7% |
| YTD | -11.0% | +33.6% | -44.7% | -21.7% |
| 1Y | -31.8% | +49.3% | -81.1% | -42.8% |
| 3Y | +135.4% | +69.7% | +65.7% | +83.8% |
| 5Y | +176.9% | +111.3% | +65.5% | +93.7% |
| 10Y | +1,854.5% | +240.3% | +1,614.2% | +788.8% |
| All | +1,854.5% | +239.4% | +1,615.0% | +788.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling