-4.6%
PEP vs AXON
+74.4%
-79.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.8% | +10.0% | -0.1% |
| 7D | +6.7% | -12.7% | +19.3% | +6.3% |
| 30D | +13.5% | -8.6% | +22.1% | +13.2% |
| 3M | +3.9% | -37.2% | +41.2% | +2.6% |
| 6M | -6.0% | +0.5% | -6.5% | -4.9% |
| YTD | +2.5% | -32.6% | +35.1% | +2.0% |
| 1Y | +3.9% | -40.2% | +44.1% | +2.9% |
| All | -4.6% | +74.4% | -79.0% | -5.2% |
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