-39.9%
AXON vs PGR
+21.4%
-61.3%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.7% | +1.6% |
| 7D | +0.2% | +4.1% | -3.8% | -0.1% |
| 30D | +3.0% | +10.4% | -7.4% | +2.3% |
| 3M | -30.1% | +11.4% | -41.6% | -30.9% |
| 6M | +7.7% | +17.9% | -10.2% | +7.6% |
| YTD | -25.3% | +9.8% | -35.1% | -25.7% |
| 1Y | -39.9% | +19.3% | -59.2% | -44.1% |
| All | -39.9% | +21.4% | -61.3% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 1y: compounded portfolio wealth divided by compounded PGR 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…
1y analysis · Full analysis span regression · 6 months rolling