+182.3%
AXON vs PR
+433.6%
-251.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.6% | -2.6% | -4.0% |
| 7D | -14.2% | +2.9% | -17.1% | -14.5% |
| 30D | -15.4% | +18.0% | -33.4% | -17.2% |
| 3M | +0.5% | +16.9% | -16.4% | -1.8% |
| 6M | -9.5% | +28.2% | -37.7% | -13.3% |
| YTD | -9.2% | +69.3% | -78.5% | -17.0% |
| 1Y | -29.4% | +69.5% | -98.9% | -35.6% |
| 3Y | +139.4% | +81.7% | +57.7% | +112.3% |
| All | +182.3% | +433.6% | -251.3% | +130.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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