+2,116.2%
AXON vs PR
+160.5%
+1,955.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.5% | +8.4% | +2.4% |
| 7D | +0.2% | -12.1% | +12.3% | +1.4% |
| 30D | +3.0% | +0.9% | +2.1% | +2.8% |
| 3M | -30.1% | +10.1% | -40.3% | -31.0% |
| 6M | +7.7% | +1.1% | +6.6% | +6.9% |
| YTD | -25.3% | +63.7% | -89.0% | -29.7% |
| 1Y | -39.9% | +87.0% | -127.0% | -44.3% |
| 3Y | +95.2% | +70.7% | +24.5% | +81.4% |
| 5Y | +129.9% | +246.8% | -116.9% | +95.1% |
| 10Y | +1,829.8% | +72.6% | +1,757.2% | +1,509.1% |
| All | +2,116.2% | +160.5% | +1,955.7% | +1,780.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling