+1,898.7%
AXON vs PR
+147.8%
+1,751.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -4.9% | -5.0% | -9.4% |
| 7D | -12.7% | -16.5% | +3.9% | -11.2% |
| 30D | -8.6% | -4.5% | -4.1% | -8.3% |
| 3M | -37.2% | +8.5% | -45.8% | -37.9% |
| 6M | +0.5% | -3.3% | +3.8% | +0.2% |
| YTD | -32.6% | +55.7% | -88.3% | -36.3% |
| 1Y | -40.2% | +82.0% | -122.2% | -44.4% |
| 3Y | +76.1% | +62.5% | +13.6% | +64.4% |
| 5Y | +109.5% | +223.9% | -114.5% | +79.0% |
| 10Y | +1,640.5% | +64.2% | +1,576.3% | +1,358.4% |
| All | +1,898.7% | +147.8% | +1,751.0% | +1,604.0% |
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