+44.3%
AXON vs PRU
+46.4%
-2.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -2.6% | -15.6% | -17.0% |
| 7D | -26.8% | +2.4% | -29.2% | -27.2% |
| 30D | -22.9% | +6.1% | -29.0% | -24.4% |
| 3M | -40.1% | -0.7% | -39.4% | -39.7% |
| 6M | -18.9% | +22.1% | -40.9% | -24.8% |
| YTD | -44.9% | +9.8% | -54.7% | -47.0% |
| 1Y | -46.7% | +19.4% | -66.0% | -50.4% |
| 3Y | +44.3% | +50.4% | -6.0% | +21.8% |
| All | +44.3% | +46.4% | -2.1% | +21.8% |
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