+1,046.6%
AXON vs PSLV
+142.8%
+903.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.3% | +5.0% | +3.0% |
| 7D | +0.8% | -6.3% | +7.1% | +1.6% |
| 30D | -22.8% | -12.7% | -10.1% | -21.5% |
| 3M | -48.8% | -24.7% | -24.0% | -47.0% |
| 6M | -16.3% | -44.6% | +28.3% | -10.4% |
| YTD | -44.5% | -33.3% | -11.2% | -43.0% |
| 1Y | -43.4% | -8.6% | -34.8% | -44.5% |
| 3Y | +44.3% | +108.2% | -63.9% | +22.5% |
| 5Y | +85.1% | +79.1% | +6.0% | +58.7% |
| All | +1,046.6% | +142.8% | +903.8% | +738.4% |
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