+1,854.5%
AXON vs PHM
+540.0%
+1,314.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.5% | -0.8% |
| 7D | -2.5% | -2.5% | 0.0% | -1.6% |
| 30D | -11.5% | -9.7% | -1.8% | -8.2% |
| 3M | +7.3% | +2.2% | +5.1% | +6.7% |
| 6M | -11.9% | -5.7% | -6.3% | -10.3% |
| YTD | -11.0% | +2.8% | -13.8% | -12.8% |
| 1Y | -31.8% | -14.4% | -17.3% | -29.0% |
| 3Y | +135.4% | +52.2% | +83.2% | +86.3% |
| 5Y | +176.9% | +154.3% | +22.6% | +72.5% |
| 10Y | +1,854.5% | +545.9% | +1,308.6% | +747.2% |
| All | +1,854.5% | +540.0% | +1,314.4% | +747.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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