+182.3%
AXON vs PFG
+110.8%
+71.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.5% | -2.6% | -3.5% |
| 7D | -14.2% | +5.5% | -19.7% | -16.1% |
| 30D | -15.4% | +2.4% | -17.8% | -16.3% |
| 3M | +0.5% | +13.6% | -13.1% | -5.3% |
| 6M | -9.5% | +27.9% | -37.4% | -19.1% |
| YTD | -9.2% | +35.6% | -44.8% | -21.2% |
| 1Y | -29.4% | +48.5% | -77.8% | -41.3% |
| 3Y | +139.4% | +66.9% | +72.5% | +84.3% |
| All | +182.3% | +110.8% | +71.5% | +92.2% |
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