-4.8%
PEP vs AXON
+31.7%
-36.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.5% | +0.3% |
| 7D | +1.0% | -28.7% | +29.8% | +0.1% |
| 30D | +12.6% | -28.3% | +40.9% | +11.7% |
| 3M | +3.1% | -46.9% | +50.1% | +1.4% |
| 6M | -6.3% | -24.9% | +18.6% | -6.1% |
| YTD | +1.9% | -46.6% | +48.5% | +0.7% |
| 1Y | +3.3% | -49.7% | +53.0% | +1.8% |
| 3Y | -4.8% | +40.6% | -45.4% | -9.1% |
| All | -4.8% | +31.7% | -36.5% | -9.1% |
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