+67,943.5%
AXON vs PSA
+2,860.9%
+65,082.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -0.9% | -17.3% | -17.7% |
| 7D | -26.8% | +3.9% | -30.7% | -28.1% |
| 30D | -22.9% | +19.7% | -42.6% | -29.4% |
| 3M | -40.1% | +4.3% | -44.3% | -41.3% |
| 6M | -18.9% | +11.4% | -30.2% | -23.3% |
| YTD | -44.9% | +33.9% | -78.8% | -52.7% |
| 1Y | -46.7% | +28.3% | -75.0% | -53.3% |
| 3Y | +44.3% | +53.5% | -9.1% | +11.7% |
| 5Y | +71.4% | +30.6% | +40.8% | +41.4% |
| 10Y | +1,324.0% | +145.8% | +1,178.3% | +695.3% |
| All | +67,943.5% | +2,860.9% | +65,082.6% | +12,857.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling