+143.0%
AXON vs PH
+134.7%
+8.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -4.0% | -4.1% |
| 7D | -14.2% | -3.1% | -11.1% | -13.1% |
| 30D | -15.4% | -3.2% | -12.1% | -14.9% |
| 3M | +0.5% | +10.6% | -10.1% | -4.9% |
| 6M | -9.5% | -2.1% | -7.4% | -10.1% |
| YTD | -9.2% | +10.2% | -19.4% | -15.3% |
| 1Y | -29.4% | +28.2% | -57.6% | -39.3% |
| All | +143.0% | +134.7% | +8.2% | +54.3% |
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 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