+20.9%
PFE vs AXON
+40.0%
-19.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.4% |
| 7D | -0.7% | -27.4% | +26.7% | -0.4% |
| 30D | +5.3% | -28.5% | +33.8% | +5.6% |
| 3M | +10.1% | -49.3% | +59.4% | +10.6% |
| 6M | +18.0% | -25.0% | +43.1% | +18.4% |
| YTD | +25.8% | -46.7% | +72.5% | +26.1% |
| 1Y | +28.4% | -48.3% | +76.7% | +28.7% |
| 3Y | +20.9% | +38.8% | -17.9% | +26.1% |
| All | +20.9% | +40.0% | -19.0% | +26.1% |
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