+9.3%
PCG vs AXON
+83.1%
-73.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.7% | -0.6% | +2.0% |
| 7D | +2.2% | +0.8% | +1.4% | +2.1% |
| 30D | +0.8% | -22.8% | +23.5% | +2.4% |
| 3M | -23.8% | -48.8% | +25.0% | -20.5% |
| 6M | -19.6% | -16.3% | -3.3% | -19.1% |
| YTD | -16.7% | -44.5% | +27.7% | -14.0% |
| 1Y | -19.4% | -43.4% | +24.0% | -16.9% |
| 3Y | -18.3% | +44.3% | -62.6% | -27.8% |
| All | +9.3% | +83.1% | -73.8% | -14.0% |
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 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