+1,180.9%
AXON vs PFGC
+360.0%
+820.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.0% | -7.1% | -4.4% |
| 7D | -28.7% | +10.8% | -39.6% | -31.1% |
| 30D | -28.3% | +17.8% | -46.1% | -32.0% |
| 3M | -46.9% | -2.7% | -44.2% | -46.6% |
| 6M | -24.9% | +20.0% | -44.9% | -29.3% |
| YTD | -46.6% | +24.3% | -70.9% | -50.7% |
| 1Y | -49.7% | +13.2% | -62.9% | -52.2% |
| 3Y | +40.6% | +85.9% | -45.4% | +13.9% |
| 5Y | +71.9% | +141.0% | -69.2% | +28.4% |
| 10Y | +1,180.9% | +370.6% | +810.3% | +636.2% |
| All | +1,180.9% | +360.0% | +820.9% | +636.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling