+48.8%
PFE vs AXON
+1,058.0%
-1,009.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | +0.1% |
| 7D | -1.7% | +0.8% | -2.5% | -1.7% |
| 30D | +0.3% | -22.8% | +23.1% | +1.4% |
| 3M | +9.4% | -48.8% | +58.1% | +12.3% |
| 6M | +14.9% | -16.3% | +31.2% | +15.1% |
| YTD | +23.8% | -44.5% | +68.3% | +25.9% |
| 1Y | +19.5% | -43.4% | +62.9% | +21.4% |
| 3Y | +21.0% | +44.3% | -23.2% | +15.1% |
| 5Y | -23.9% | +85.1% | -109.0% | -29.7% |
| All | +48.8% | +1,058.0% | -1,009.2% | +20.8% |
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