+77.7%
AXON vs PTC
+61.7%
+16.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.4% |
| 7D | -27.4% | +1.3% | -28.7% | -27.8% |
| 30D | -28.5% | +1.1% | -29.5% | -28.8% |
| 3M | -49.3% | +30.1% | -79.4% | -56.8% |
| 6M | -25.0% | +34.0% | -59.1% | -38.3% |
| YTD | -46.7% | +12.8% | -59.6% | -51.1% |
| 1Y | -48.3% | +10.7% | -59.0% | -51.9% |
| 3Y | +38.8% | +29.6% | +9.2% | +12.3% |
| 5Y | +77.7% | +63.5% | +14.2% | +19.1% |
| All | +77.7% | +61.7% | +16.0% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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