+109.5%
AXON vs PRU
+38.4%
+71.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -3.3% | -6.5% | -8.3% |
| 7D | -12.7% | +4.8% | -17.5% | -14.4% |
| 30D | -8.6% | +7.9% | -16.5% | -11.6% |
| 3M | -37.2% | +3.1% | -40.3% | -38.1% |
| 6M | +0.5% | +25.2% | -24.7% | -9.3% |
| YTD | -32.6% | +12.7% | -45.4% | -36.6% |
| 1Y | -40.2% | +23.5% | -63.7% | -46.0% |
| 3Y | +76.1% | +50.6% | +25.5% | +40.2% |
| 5Y | +109.5% | +40.9% | +68.6% | +70.0% |
| All | +109.5% | +38.4% | +71.1% | +70.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling