-2.5%
PFE vs AXON
+140.4%
-142.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +2.9% | -1.2% |
| 7D | +1.8% | -14.2% | +15.9% | +1.9% |
| 30D | +10.2% | -15.4% | +25.6% | +10.3% |
| 3M | +12.7% | +0.5% | +12.2% | +12.7% |
| 6M | +10.5% | -9.5% | +20.0% | +10.3% |
| YTD | +20.2% | -9.2% | +29.4% | +20.0% |
| 1Y | +24.1% | -29.4% | +53.4% | +23.9% |
| All | -2.5% | +140.4% | -142.9% | -5.0% |
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