+88.4%
AXON vs PFGC
+138.1%
-49.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.2% |
| 7D | +0.8% | +3.4% | -2.6% | -0.9% |
| 30D | -22.8% | +16.9% | -39.7% | -28.6% |
| 3M | -48.8% | +6.4% | -55.2% | -50.4% |
| 6M | -16.3% | +16.0% | -32.3% | -22.6% |
| YTD | -44.5% | +23.6% | -68.1% | -51.0% |
| 1Y | -43.4% | +16.6% | -60.0% | -48.6% |
| 3Y | +44.3% | +82.3% | -38.0% | +0.7% |
| All | +88.4% | +138.1% | -49.7% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling