+1,180.9%
AXON vs PPL
+62.1%
+1,118.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.9% | -3.0% |
| 7D | -28.7% | -1.2% | -27.5% | -28.4% |
| 30D | -28.3% | +4.2% | -32.5% | -29.3% |
| 3M | -46.9% | +1.5% | -48.4% | -47.2% |
| 6M | -24.9% | +1.0% | -25.9% | -25.4% |
| YTD | -46.6% | +4.4% | -51.0% | -47.8% |
| 1Y | -49.7% | +0.8% | -50.4% | -50.2% |
| 3Y | +40.6% | +56.5% | -15.9% | +16.2% |
| 5Y | +71.9% | +47.7% | +24.2% | +43.9% |
| 10Y | +1,180.9% | +64.4% | +1,116.5% | +1,010.3% |
| All | +1,180.9% | +62.1% | +1,118.7% | +1,010.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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