+86.7%
AXON vs PPG
-13.2%
+99.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.8% | +4.1% |
| 7D | -25.6% | -1.2% | -24.4% | -25.2% |
| 30D | -23.9% | +21.2% | -45.1% | -29.6% |
| 3M | -50.4% | +8.2% | -58.7% | -51.9% |
| 6M | -20.0% | +17.2% | -37.2% | -24.9% |
| YTD | -44.5% | +25.0% | -69.4% | -50.4% |
| 1Y | -44.9% | +33.5% | -78.4% | -52.2% |
| 3Y | +44.7% | +4.2% | +40.6% | +36.4% |
| 5Y | +86.7% | -12.7% | +99.4% | +73.6% |
| All | +86.7% | -13.2% | +99.9% | +73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling