-11.9%
PEP vs AXON
+140.4%
-152.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | -0.8% |
| 7D | -1.4% | -14.2% | +12.8% | -1.8% |
| 30D | +0.2% | -15.4% | +15.6% | -0.2% |
| 3M | -1.1% | +0.5% | -1.6% | -0.8% |
| 6M | -13.5% | -9.5% | -4.0% | -13.5% |
| YTD | -1.2% | -9.2% | +8.0% | -0.8% |
| 1Y | -1.6% | -29.4% | +27.8% | -2.1% |
| All | -11.9% | +140.4% | -152.3% | -15.7% |
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