-10.5%
PCG vs AXON
+140.4%
-150.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.2% | +6.6% | +2.6% |
| 7D | -13.9% | -14.2% | +0.3% | -13.5% |
| 30D | -16.9% | -15.4% | -1.5% | -16.5% |
| 3M | -14.7% | +0.5% | -15.2% | -14.7% |
| 6M | -23.8% | -9.5% | -14.3% | -23.5% |
| YTD | -10.5% | -9.2% | -1.3% | -10.0% |
| 1Y | -5.1% | -29.4% | +24.3% | -3.7% |
| All | -10.5% | +140.4% | -150.9% | -21.7% |
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