+1,180.9%
AXON vs PH
+778.3%
+402.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.2% | -7.4% | -5.1% |
| 7D | -28.7% | +3.0% | -31.8% | -30.0% |
| 30D | -28.3% | -0.6% | -27.7% | -28.7% |
| 3M | -46.9% | -10.7% | -36.2% | -44.4% |
| 6M | -24.9% | +9.1% | -33.9% | -29.7% |
| YTD | -46.6% | +9.5% | -56.1% | -50.7% |
| 1Y | -49.7% | +14.0% | -63.7% | -54.5% |
| 3Y | +40.6% | +138.9% | -98.3% | -14.9% |
| 5Y | +71.9% | +209.1% | -137.3% | -10.3% |
| 10Y | +1,180.9% | +737.3% | +443.6% | +209.8% |
| All | +1,180.9% | +778.3% | +402.6% | +209.8% |
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