+44.3%
AXON vs PPG
+4.6%
+39.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.8% | +4.1% |
| 7D | -25.6% | -1.2% | -24.4% | -25.3% |
| 30D | -23.9% | +21.2% | -45.1% | -27.7% |
| 3M | -50.4% | +8.2% | -58.7% | -51.5% |
| 6M | -20.0% | +17.2% | -37.2% | -22.9% |
| YTD | -44.5% | +25.0% | -69.4% | -48.5% |
| 1Y | -44.9% | +33.5% | -78.4% | -49.9% |
| All | +44.3% | +4.6% | +39.6% | +35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling