+1,016.4%
AXON vs PHM
+669.9%
+346.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.6% | -1.9% |
| 7D | -19.7% | -6.1% | -13.6% | -17.9% |
| 30D | -25.7% | +13.7% | -39.4% | -29.0% |
| 3M | -48.8% | -1.5% | -47.3% | -48.6% |
| 6M | -22.0% | +11.3% | -33.2% | -24.8% |
| YTD | -45.9% | +8.9% | -54.8% | -48.2% |
| 1Y | -46.1% | +6.1% | -52.2% | -47.9% |
| 3Y | +40.9% | +57.7% | -16.8% | +10.5% |
| 5Y | +80.2% | +159.0% | -78.7% | +12.2% |
| All | +1,016.4% | +669.9% | +346.5% | +433.6% |
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