+54.5%
PCG vs AXON
+179.8%
-125.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.2% | +6.6% | +2.7% |
| 7D | -13.9% | -14.2% | +0.3% | -13.0% |
| 30D | -16.9% | -15.4% | -1.5% | -16.1% |
| 3M | -14.7% | +0.5% | -15.2% | -15.0% |
| 6M | -23.8% | -9.5% | -14.3% | -23.6% |
| YTD | -10.5% | -9.2% | -1.3% | -10.4% |
| 1Y | -5.1% | -29.4% | +24.3% | -3.3% |
| 3Y | -11.6% | +139.4% | -151.0% | -23.4% |
| All | +54.5% | +179.8% | -125.4% | +18.6% |
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