+44.3%
AXON vs PH
+139.3%
-95.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +4.0% |
| 7D | -25.6% | +6.9% | -32.5% | -27.4% |
| 30D | -23.9% | +1.7% | -25.6% | -24.6% |
| 3M | -50.4% | -8.1% | -42.3% | -49.1% |
| 6M | -20.0% | +11.5% | -31.5% | -24.9% |
| YTD | -44.5% | +11.4% | -55.8% | -48.6% |
| 1Y | -44.9% | +14.1% | -59.0% | -49.6% |
| All | +44.3% | +139.3% | -95.0% | -10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling