-48.3%
AXON vs PH
+14.9%
-63.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.1% |
| 7D | -27.4% | +2.1% | -29.5% | -26.9% |
| 30D | -28.5% | +0.3% | -28.7% | -28.1% |
| 3M | -49.3% | -8.8% | -40.5% | -49.6% |
| 6M | -25.0% | +10.0% | -35.1% | -25.7% |
| YTD | -46.7% | +10.5% | -57.2% | -51.3% |
| 1Y | -48.3% | +15.5% | -63.8% | -53.9% |
| All | -48.3% | +14.9% | -63.1% | -53.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling