-21.5%
PFE vs AXON
+71.5%
-93.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -18.2% | +16.5% | -1.1% |
| 7D | -3.7% | -26.8% | +23.1% | -2.9% |
| 30D | +5.0% | -22.9% | +27.9% | +5.7% |
| 3M | +12.2% | -40.1% | +52.3% | +13.6% |
| 6M | +14.6% | -18.9% | +33.5% | +14.9% |
| YTD | +24.1% | -44.9% | +69.0% | +25.5% |
| 1Y | +26.6% | -46.7% | +73.3% | +28.0% |
| 3Y | +14.3% | +44.3% | -30.0% | +9.4% |
| All | -21.5% | +71.5% | -93.0% | -31.7% |
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