+272.5%
PM vs AXON
+1,058.0%
-785.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.5% | +1.0% |
| 7D | +0.5% | +0.8% | -0.2% | +0.5% |
| 30D | -3.2% | -22.8% | +19.5% | -1.9% |
| 3M | +6.2% | -48.8% | +55.0% | +9.9% |
| 6M | +7.7% | -16.3% | +24.0% | +7.9% |
| YTD | +27.3% | -44.5% | +71.7% | +30.1% |
| 1Y | +32.8% | -43.4% | +76.2% | +35.5% |
| 3Y | +150.0% | +44.3% | +105.8% | +133.2% |
| 5Y | +164.2% | +85.1% | +79.1% | +138.6% |
| All | +272.5% | +1,058.0% | -785.5% | +190.4% |
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 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