+12.8%
PG vs AXON
+161.3%
-148.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.3% |
| 7D | -2.7% | -11.0% | +8.3% | -2.6% |
| 30D | -1.5% | -24.7% | +23.2% | -1.2% |
| 3M | -3.4% | +7.0% | -10.3% | -3.5% |
| 6M | -7.0% | -9.6% | +2.7% | -7.0% |
| YTD | +2.0% | -15.7% | +17.7% | +2.1% |
| 1Y | -6.5% | -35.9% | +29.5% | -5.8% |
| 3Y | +1.2% | +123.0% | -121.9% | -3.7% |
| 5Y | +12.8% | +166.3% | -153.5% | +3.1% |
| All | +12.8% | +161.3% | -148.5% | +3.1% |
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 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