+44.3%
AXON vs PPL
+56.0%
-11.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -0.6% | -17.6% | -18.2% |
| 7D | -26.8% | +0.4% | -27.3% | -26.8% |
| 30D | -22.9% | +5.4% | -28.4% | -23.1% |
| 3M | -40.1% | +4.3% | -44.4% | -40.2% |
| 6M | -18.9% | -1.3% | -17.5% | -18.9% |
| YTD | -44.9% | +4.7% | -49.6% | -45.2% |
| 1Y | -46.7% | +1.3% | -47.9% | -46.8% |
| 3Y | +44.3% | +57.2% | -12.9% | +36.6% |
| All | +44.3% | +56.0% | -11.7% | +36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling