+1,787.9%
AXON vs PPG
+26.9%
+1,761.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | -7.0% | -6.2% | -0.8% | -4.4% |
| 30D | -20.1% | -7.9% | -12.1% | -17.1% |
| 3M | +7.4% | -10.2% | +17.6% | +12.7% |
| 6M | -7.4% | +2.7% | -10.0% | -9.0% |
| YTD | -15.6% | +4.9% | -20.5% | -19.0% |
| 1Y | -36.2% | -3.2% | -33.0% | -36.6% |
| 3Y | +124.8% | -17.0% | +141.8% | +134.2% |
| 5Y | +166.6% | -23.3% | +189.9% | +181.5% |
| All | +1,787.9% | +26.9% | +1,761.0% | +1,324.3% |
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