+172.5%
AXON vs PSLV
+162.3%
+10.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.4% | -5.5% | -3.3% |
| 7D | -3.3% | +3.3% | -6.7% | -3.7% |
| 30D | -17.8% | +2.1% | -20.0% | -18.0% |
| 3M | +8.3% | +7.1% | +1.1% | +7.4% |
| 6M | -12.4% | -21.6% | +9.2% | -10.8% |
| YTD | -13.7% | -6.7% | -7.0% | -14.5% |
| 1Y | -33.1% | +59.3% | -92.3% | -37.7% |
| 3Y | +128.2% | +182.1% | -53.9% | +95.5% |
| All | +172.5% | +162.3% | +10.2% | +117.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling