-35.9%
AXON vs PPG
-0.6%
-35.4%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -1.8% |
| 7D | -11.0% | -5.1% | -5.9% | -10.0% |
| 30D | -24.7% | -9.6% | -15.2% | -23.1% |
| 3M | +7.0% | -6.4% | +13.4% | +9.1% |
| 6M | -9.6% | +0.5% | -10.2% | -9.1% |
| YTD | -15.7% | +4.4% | -20.1% | -20.5% |
| 1Y | -35.9% | -0.9% | -35.0% | -39.0% |
| All | -35.9% | -0.6% | -35.4% | -39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling