+4.0%
PEP vs AXON
+84.3%
-80.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.0% | +0.2% |
| 7D | +1.1% | -25.6% | +26.7% | +1.1% |
| 30D | +13.6% | -23.9% | +37.5% | +13.6% |
| 3M | +5.1% | -50.4% | +55.5% | +5.0% |
| 6M | -1.6% | -20.0% | +18.4% | -1.3% |
| YTD | +3.3% | -44.5% | +47.8% | +3.5% |
| 1Y | +3.2% | -44.9% | +48.1% | +3.4% |
| 3Y | -3.9% | +44.7% | -48.6% | -8.4% |
| 5Y | +4.0% | +86.7% | -82.6% | -6.5% |
| All | +4.0% | +84.3% | -80.3% | -6.5% |
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