+3,580.5%
PCAR vs AXON
+75,157.7%
-71,577.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -9.8% | +8.2% | -0.2% |
| 7D | +2.2% | -12.7% | +14.8% | +4.1% |
| 30D | -4.4% | -8.6% | +4.2% | -3.3% |
| 3M | -21.4% | -37.2% | +15.8% | -16.7% |
| 6M | -7.3% | +0.5% | -7.8% | -9.0% |
| YTD | -3.8% | -32.6% | +28.9% | -1.0% |
| 1Y | +6.3% | -40.2% | +46.5% | +11.2% |
| 3Y | +34.4% | +76.1% | -41.7% | +15.5% |
| 5Y | +109.2% | +109.5% | -0.2% | +70.5% |
| 10Y | +312.9% | +1,640.5% | -1,327.6% | +125.1% |
| All | +3,580.5% | +75,157.7% | -71,577.2% | +1,367.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling