+77.2%
AXON vs PSA
+30.3%
+46.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -0.9% | -17.3% | -17.9% |
| 7D | -26.8% | +3.9% | -30.7% | -27.7% |
| 30D | -22.9% | +19.7% | -42.6% | -27.6% |
| 3M | -40.1% | +4.3% | -44.3% | -41.0% |
| 6M | -18.9% | +11.4% | -30.2% | -22.0% |
| YTD | -44.9% | +33.9% | -78.8% | -50.5% |
| 1Y | -46.7% | +28.3% | -75.0% | -51.4% |
| 3Y | +44.3% | +53.5% | -9.1% | +17.0% |
| All | +77.2% | +30.3% | +46.9% | +69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling