+29.7%
PM vs AXON
-45.9%
+75.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.3% | -3.2% | +1.1% |
| 7D | -7.1% | -25.6% | +18.6% | -7.1% |
| 30D | -2.8% | -23.9% | +21.1% | -2.8% |
| 3M | +6.3% | -50.4% | +56.8% | +5.5% |
| 6M | +9.6% | -20.0% | +29.7% | +11.0% |
| YTD | +25.6% | -44.5% | +70.1% | +25.2% |
| 1Y | +29.7% | -44.9% | +74.5% | +29.1% |
| All | +29.7% | -45.9% | +75.6% | +29.1% |
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 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