-19.4%
PCG vs AXON
+74.4%
-93.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -9.8% | +8.5% | -1.0% |
| 7D | 0.0% | -12.7% | +12.7% | +0.4% |
| 30D | +5.8% | -8.6% | +14.5% | +6.1% |
| 3M | -22.8% | -37.2% | +14.5% | -21.9% |
| 6M | -18.4% | +0.5% | -18.9% | -18.1% |
| YTD | -16.9% | -32.6% | +15.8% | -15.7% |
| 1Y | -17.6% | -40.2% | +22.6% | -16.2% |
| All | -19.4% | +74.4% | -93.8% | -23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling