+1,046.6%
AXON vs PPG
+53.9%
+992.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.6% |
| 7D | +0.8% | +0.7% | 0.0% | +0.4% |
| 30D | -22.8% | +17.6% | -40.3% | -27.9% |
| 3M | -48.8% | +7.5% | -56.2% | -50.3% |
| 6M | -16.3% | +17.6% | -33.9% | -22.0% |
| YTD | -44.5% | +22.6% | -67.0% | -50.1% |
| 1Y | -43.4% | +28.0% | -71.4% | -50.2% |
| 3Y | +44.3% | +1.8% | +42.5% | +37.3% |
| 5Y | +85.1% | -15.5% | +100.6% | +87.7% |
| All | +1,046.6% | +53.9% | +992.7% | +740.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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