+179.0%
AXON vs PPG
-18.1%
+197.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -1.0% |
| 7D | -2.5% | 0.0% | -2.5% | -2.6% |
| 30D | -11.5% | -7.8% | -3.7% | -8.6% |
| 3M | +7.3% | -2.2% | +9.5% | +8.3% |
| 6M | -11.9% | +4.1% | -16.1% | -13.8% |
| YTD | -11.0% | +9.1% | -20.1% | -16.0% |
| 1Y | -31.8% | +1.0% | -32.7% | -33.4% |
| 3Y | +135.4% | -13.3% | +148.7% | +140.2% |
| All | +179.0% | -18.1% | +197.1% | +173.9% |
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