+1,016.4%
AXON vs PH
+700.5%
+315.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -1.9% |
| 7D | -19.7% | +7.4% | -27.1% | -22.7% |
| 30D | -25.7% | +0.5% | -26.2% | -26.4% |
| 3M | -48.8% | -10.2% | -38.5% | -46.5% |
| 6M | -22.0% | +8.9% | -30.9% | -26.8% |
| YTD | -45.9% | +9.7% | -55.6% | -50.0% |
| 1Y | -46.1% | +12.8% | -58.9% | -50.9% |
| 3Y | +40.9% | +134.6% | -93.7% | -13.4% |
| 5Y | +80.2% | +204.5% | -124.3% | -4.7% |
| All | +1,016.4% | +700.5% | +315.9% | +228.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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