+106.6%
PCAR vs AXON
+71.5%
+35.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -18.2% | +15.8% | -0.6% |
| 7D | +0.1% | -26.8% | +26.9% | +2.9% |
| 30D | -4.6% | -22.9% | +18.3% | -2.4% |
| 3M | -22.6% | -40.1% | +17.5% | -19.1% |
| 6M | -12.0% | -18.9% | +6.9% | -11.3% |
| YTD | -6.1% | -44.9% | +38.8% | -2.0% |
| 1Y | +6.3% | -46.7% | +53.0% | +11.3% |
| 3Y | +31.8% | +44.3% | -12.5% | +14.0% |
| All | +106.6% | +71.5% | +35.1% | +57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling