+40.5%
AXON vs PSA
+54.7%
-14.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.5% |
| 7D | -19.7% | -2.1% | -17.6% | -19.3% |
| 30D | -25.7% | +15.6% | -41.3% | -28.1% |
| 3M | -48.8% | +4.1% | -52.9% | -49.3% |
| 6M | -22.0% | +9.2% | -31.2% | -23.4% |
| YTD | -45.9% | +32.3% | -78.2% | -49.1% |
| 1Y | -46.1% | +26.2% | -72.2% | -48.8% |
| All | +40.5% | +54.7% | -14.2% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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