+21.0%
PFE vs AXON
+44.5%
-23.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | +0.2% |
| 7D | -1.7% | +0.8% | -2.5% | -1.7% |
| 30D | +0.3% | -22.8% | +23.1% | +0.6% |
| 3M | +9.4% | -48.8% | +58.1% | +9.8% |
| 6M | +14.9% | -16.3% | +31.2% | +15.2% |
| YTD | +23.8% | -44.5% | +68.3% | +24.0% |
| 1Y | +19.5% | -43.4% | +62.9% | +19.7% |
| 3Y | +21.0% | +44.3% | -23.2% | +26.8% |
| All | +21.0% | +44.5% | -23.5% | +26.8% |
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 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