+38,304.9%
AXON vs PFG
+960.1%
+37,344.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -1.7% | -16.5% | -17.5% |
| 7D | -26.8% | -0.6% | -26.2% | -26.5% |
| 30D | -22.9% | +2.0% | -24.9% | -23.3% |
| 3M | -40.1% | -3.2% | -36.9% | -39.3% |
| 6M | -18.9% | +10.9% | -29.8% | -22.2% |
| YTD | -44.9% | +28.8% | -73.7% | -50.3% |
| 1Y | -46.7% | +39.2% | -85.9% | -53.3% |
| 3Y | +44.3% | +75.0% | -30.7% | +14.0% |
| 5Y | +71.4% | +91.9% | -20.6% | +29.1% |
| 10Y | +1,324.0% | +202.3% | +1,121.7% | +733.8% |
| All | +38,304.9% | +960.1% | +37,344.8% | +12,286.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling