+6.3%
PBR vs AXTX
-73.9%
+80.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -11.7% | +13.8% | +2.2% |
| 7D | +4.2% | +28.3% | -24.1% | +4.1% |
| 30D | +22.7% | -33.9% | +56.7% | +22.9% |
| 3M | +21.5% | -72.3% | +93.8% | +20.3% |
| All | +6.3% | -73.9% | +80.1% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AXTX.
Daily Out/Under-Performance
Portfolio return minus AXTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXTX 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 AXTX 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 · Available span rolling