+60.6%
PFE vs AXON
+1,304.2%
-1,243.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -18.2% | +16.5% | -0.8% |
| 7D | -3.7% | -26.8% | +23.1% | -2.4% |
| 30D | +5.0% | -22.9% | +27.9% | +6.1% |
| 3M | +12.2% | -40.1% | +52.3% | +14.6% |
| 6M | +14.6% | -18.9% | +33.5% | +15.0% |
| YTD | +24.1% | -44.9% | +69.0% | +26.5% |
| 1Y | +26.6% | -46.7% | +73.3% | +29.1% |
| 3Y | +14.3% | +44.3% | -30.0% | +8.3% |
| 5Y | -21.9% | +71.4% | -93.3% | -27.9% |
| All | +60.6% | +1,304.2% | -1,243.6% | +17.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling