+92.7%
PFE vs AXON
+75,157.7%
-75,065.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -9.8% | +6.9% | -2.3% |
| 7D | -0.2% | -12.7% | +12.4% | +0.7% |
| 30D | +8.7% | -8.6% | +17.3% | +9.3% |
| 3M | +15.8% | -37.2% | +53.0% | +19.2% |
| 6M | +16.8% | +0.5% | +16.3% | +15.8% |
| YTD | +26.2% | -32.6% | +58.8% | +28.1% |
| 1Y | +29.9% | -40.2% | +70.1% | +32.9% |
| 3Y | +15.9% | +76.1% | -60.2% | +7.4% |
| 5Y | -20.6% | +109.5% | -130.1% | -28.5% |
| 10Y | +65.4% | +1,640.5% | -1,575.1% | +20.4% |
| All | +92.7% | +75,157.7% | -75,065.0% | +17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling