+1,787.9%
AXON vs PGR
+825.1%
+962.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | -7.0% | -0.6% | -6.4% | -6.9% |
| 30D | -20.1% | +4.9% | -25.0% | -21.3% |
| 3M | +7.4% | +7.6% | -0.2% | +4.8% |
| 6M | -7.4% | +8.3% | -15.6% | -10.1% |
| YTD | -15.6% | +1.7% | -17.3% | -16.7% |
| 1Y | -36.2% | -6.8% | -29.3% | -35.4% |
| 3Y | +124.8% | +73.4% | +51.4% | +83.4% |
| 5Y | +166.6% | +161.2% | +5.4% | +83.2% |
| All | +1,787.9% | +825.1% | +962.8% | +583.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling