+63,172.4%
AXON vs PFG
+1,015.3%
+62,157.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.2% |
| 3M | +0.5% | +13.6% | -13.1% | -4.6% |
| 6M | -9.5% | +27.9% | -37.4% | -17.8% |
| YTD | -9.2% | +35.6% | -44.8% | -19.7% |
| 1Y | -29.4% | +48.5% | -77.8% | -39.8% |
| 3Y | +139.4% | +66.9% | +72.5% | +92.4% |
| 5Y | +178.9% | +111.0% | +68.0% | +101.9% |
| 10Y | +1,840.8% | +244.5% | +1,596.3% | +979.5% |
| All | +63,172.4% | +1,015.3% | +62,157.1% | +19,890.4% |
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