+80.2%
AXON vs PFG
+95.0%
-14.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.0% |
| 7D | -19.7% | +0.1% | -19.9% | -19.7% |
| 30D | -25.7% | +5.0% | -30.7% | -27.1% |
| 3M | -48.8% | +0.1% | -48.8% | -48.8% |
| 6M | -22.0% | +13.8% | -35.8% | -26.7% |
| YTD | -45.9% | +31.2% | -77.2% | -52.6% |
| 1Y | -46.1% | +37.1% | -83.1% | -53.7% |
| 3Y | +40.9% | +80.6% | -39.7% | +3.2% |
| 5Y | +80.2% | +93.7% | -13.5% | +21.1% |
| All | +80.2% | +95.0% | -14.8% | +21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling