-23.8%
PFE vs AXON
+83.1%
-106.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.0% |
| 3M | +9.4% | -48.8% | +58.1% | +11.2% |
| 6M | +14.9% | -16.3% | +31.2% | +15.0% |
| YTD | +23.8% | -44.5% | +68.3% | +25.1% |
| 1Y | +19.5% | -43.4% | +62.9% | +20.7% |
| 3Y | +21.0% | +44.3% | -23.2% | +15.5% |
| All | -23.8% | +83.1% | -106.9% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling