+46.9%
PM vs AXON
-40.7%
+87.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.3% | +1.6% |
| 7D | +4.3% | +0.2% | +4.0% | +4.3% |
| 30D | +11.5% | +3.0% | +8.5% | +11.6% |
| 3M | +13.0% | -30.1% | +43.2% | +12.2% |
| 6M | +25.9% | +7.7% | +18.2% | +27.6% |
| YTD | +34.0% | -25.3% | +59.3% | +33.5% |
| 1Y | +46.9% | -39.9% | +86.8% | +45.4% |
| All | +46.9% | -40.7% | +87.6% | +45.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling