-76.5%
PCG vs AXON
+1,027.4%
-1,103.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.7% |
| 7D | -2.0% | -19.7% | +17.8% | +0.6% |
| 30D | -2.7% | -25.7% | +23.0% | +0.7% |
| 3M | -25.1% | -48.8% | +23.7% | -18.7% |
| 6M | -22.3% | -22.0% | -0.3% | -21.1% |
| YTD | -18.5% | -45.9% | +27.4% | -13.8% |
| 1Y | -21.8% | -46.1% | +24.2% | -17.4% |
| 3Y | -21.0% | +40.9% | -61.9% | -32.6% |
| 5Y | +8.1% | +80.2% | -72.1% | -15.2% |
| All | -76.5% | +1,027.4% | -1,103.9% | -86.0% |
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