+364.4%
PCAR vs AXON
+1,827.7%
-1,463.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.2% | +4.3% | +0.6% |
| 7D | -0.5% | -14.2% | +13.6% | +1.2% |
| 30D | -6.2% | -15.4% | +9.2% | -4.7% |
| 3M | +5.9% | +0.5% | +5.4% | +5.0% |
| 6M | +0.4% | -9.5% | +9.9% | +0.3% |
| YTD | +14.8% | -9.2% | +24.0% | +14.0% |
| 1Y | +30.1% | -29.4% | +59.5% | +33.1% |
| 3Y | +66.7% | +139.4% | -72.8% | +39.1% |
| 5Y | +166.1% | +178.9% | -12.8% | +111.4% |
| All | +364.4% | +1,827.7% | -1,463.3% | +163.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 AXON 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