+1,786.0%
AXON vs PSLV
+189.7%
+1,596.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.3% | +3.0% | -1.6% |
| 7D | -11.0% | -4.9% | -6.1% | -10.4% |
| 30D | -24.7% | -1.9% | -22.9% | -24.6% |
| 3M | +7.0% | +4.2% | +2.8% | +6.2% |
| 6M | -9.6% | -27.6% | +17.9% | -6.5% |
| YTD | -15.7% | -11.7% | -4.0% | -16.3% |
| 1Y | -35.9% | +49.3% | -85.3% | -41.6% |
| 3Y | +123.0% | +167.1% | -44.1% | +82.8% |
| 5Y | +166.3% | +151.7% | +14.6% | +116.9% |
| All | +1,786.0% | +189.7% | +1,596.2% | +1,357.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 10y: compounded portfolio wealth divided by compounded PSLV 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…
10y analysis · Full analysis span regression · 6 months rolling