+143.0%
AXON vs PRU
+47.2%
+95.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.2% | -3.8% |
| 7D | -14.2% | +1.9% | -16.0% | -14.7% |
| 30D | -15.4% | +2.7% | -18.1% | -16.4% |
| 3M | +0.5% | +19.5% | -19.0% | -6.7% |
| 6M | -9.5% | +26.6% | -36.1% | -18.2% |
| YTD | -9.2% | +12.3% | -21.5% | -14.0% |
| 1Y | -29.4% | +18.0% | -47.4% | -34.5% |
| All | +143.0% | +47.2% | +95.8% | +89.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling