+2,240.8%
AXON vs PFGC
+419.1%
+1,821.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -4.0% |
| 7D | -14.2% | -2.2% | -12.0% | -13.6% |
| 30D | -15.4% | -11.9% | -3.5% | -12.3% |
| 3M | +0.5% | +5.0% | -4.5% | -1.2% |
| 6M | -9.5% | +8.6% | -18.1% | -12.1% |
| YTD | -9.2% | +9.7% | -18.9% | -12.5% |
| 1Y | -29.4% | -6.3% | -23.1% | -28.8% |
| 3Y | +139.4% | +58.2% | +81.2% | +104.9% |
| 5Y | +178.9% | +110.4% | +68.5% | +118.3% |
| 10Y | +1,840.8% | +272.8% | +1,568.0% | +1,067.1% |
| All | +2,240.8% | +419.1% | +1,821.7% | +1,266.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling