+35.5%
PM vs AXON
-50.2%
+85.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -18.2% | +16.4% | -1.7% |
| 7D | -5.2% | -26.8% | +21.6% | -5.2% |
| 30D | +2.7% | -22.9% | +25.6% | +2.8% |
| 3M | +5.2% | -40.1% | +45.3% | +5.0% |
| 6M | +17.0% | -18.9% | +35.9% | +18.6% |
| YTD | +25.5% | -44.9% | +70.4% | +25.3% |
| 1Y | +35.5% | -46.7% | +82.2% | +35.4% |
| All | +35.5% | -50.2% | +85.7% | +35.4% |
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