+143.0%
AXON vs PFG
+67.7%
+75.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.5% | -2.6% | -3.6% |
| 7D | -14.2% | +5.5% | -19.7% | -15.9% |
| 30D | -15.4% | +2.4% | -17.8% | -16.3% |
| 3M | +0.5% | +13.6% | -13.1% | -4.7% |
| 6M | -9.5% | +27.9% | -37.4% | -18.2% |
| YTD | -9.2% | +35.6% | -44.8% | -20.1% |
| 1Y | -29.4% | +48.5% | -77.8% | -40.3% |
| All | +143.0% | +67.7% | +75.3% | +88.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling