+81.9%
PEP vs AXON
+1,616.3%
-1,534.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.8% | +10.0% | +0.6% |
| 7D | +6.7% | -12.7% | +19.3% | +7.3% |
| 30D | +13.5% | -8.6% | +22.1% | +13.9% |
| 3M | +3.9% | -37.2% | +41.2% | +5.8% |
| 6M | -6.0% | +0.5% | -6.5% | -6.4% |
| YTD | +2.5% | -32.6% | +35.1% | +3.5% |
| 1Y | +3.9% | -40.2% | +44.1% | +5.6% |
| 3Y | -4.7% | +76.1% | -80.7% | -12.1% |
| 5Y | +1.1% | +109.5% | -108.4% | -9.6% |
| All | +81.9% | +1,616.3% | -1,534.4% | +56.9% |
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