+4.4%
PEP vs AXON
+83.1%
-78.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.7% | -0.5% | +2.2% |
| 7D | +2.9% | +0.8% | +2.1% | +2.9% |
| 30D | +12.5% | -22.8% | +35.3% | +12.5% |
| 3M | +4.5% | -48.8% | +53.3% | +4.4% |
| 6M | -0.5% | -16.3% | +15.8% | -0.2% |
| YTD | +4.4% | -44.5% | +48.9% | +4.6% |
| 1Y | +4.4% | -43.4% | +47.8% | +4.6% |
| 3Y | -3.4% | +44.3% | -47.7% | -8.0% |
| All | +4.4% | +83.1% | -78.7% | -6.2% |
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 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