+44.3%
AXON vs PFGC
+77.4%
-33.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -2.0% | -16.2% | -17.5% |
| 7D | -26.8% | +8.5% | -35.4% | -29.0% |
| 30D | -22.9% | +15.0% | -37.9% | -26.8% |
| 3M | -40.1% | -6.2% | -33.9% | -38.9% |
| 6M | -18.9% | +15.7% | -34.6% | -23.3% |
| YTD | -44.9% | +19.6% | -64.4% | -49.2% |
| 1Y | -46.7% | +13.2% | -59.9% | -49.7% |
| 3Y | +44.3% | +77.0% | -32.6% | +24.0% |
| All | +44.3% | +77.4% | -33.1% | +24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling