+1,028.0%
AXON vs PH
+737.8%
+290.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.6% |
| 7D | -27.4% | +2.1% | -29.5% | -28.4% |
| 30D | -28.5% | +0.3% | -28.7% | -29.1% |
| 3M | -49.3% | -8.8% | -40.5% | -47.5% |
| 6M | -25.0% | +10.0% | -35.1% | -30.1% |
| YTD | -46.7% | +10.5% | -57.2% | -51.0% |
| 1Y | -48.3% | +15.5% | -63.8% | -53.4% |
| 3Y | +38.8% | +136.4% | -97.5% | -15.0% |
| 5Y | +77.7% | +213.6% | -135.9% | -7.3% |
| 10Y | +1,028.0% | +713.9% | +314.1% | +226.3% |
| All | +1,028.0% | +737.8% | +290.2% | +226.3% |
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