+168.3%
PG vs AXON
+1,058.0%
-889.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.7% | +0.9% |
| 7D | +2.7% | +0.8% | +1.9% | +2.6% |
| 30D | +9.2% | -22.8% | +32.0% | +10.2% |
| 3M | +18.5% | -48.8% | +67.2% | +21.4% |
| 6M | +21.1% | -16.3% | +37.4% | +21.2% |
| YTD | +21.9% | -44.5% | +66.4% | +23.9% |
| 1Y | +18.1% | -43.4% | +61.5% | +19.8% |
| 3Y | +20.6% | +44.3% | -23.7% | +13.9% |
| 5Y | +31.8% | +85.1% | -53.3% | +20.8% |
| All | +168.3% | +1,058.0% | -889.6% | +121.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling