-48.3%
AXON vs PRU
+22.1%
-70.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.7% |
| 7D | -27.4% | +3.8% | -31.2% | -28.1% |
| 30D | -28.5% | +9.0% | -37.5% | -30.6% |
| 3M | -49.3% | +2.1% | -51.4% | -49.6% |
| 6M | -25.0% | +25.4% | -50.4% | -31.1% |
| YTD | -46.7% | +13.5% | -60.2% | -50.4% |
| 1Y | -48.3% | +21.3% | -69.6% | -53.5% |
| All | -48.3% | +22.1% | -70.3% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 1y: compounded portfolio wealth divided by compounded PRU 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…
1y analysis · Full analysis span regression · 6 months rolling