+143.9%
PM vs AXON
+42.7%
+101.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -18.2% | +16.4% | -1.6% |
| 7D | -5.2% | -26.8% | +21.6% | -4.9% |
| 30D | +2.7% | -22.9% | +25.6% | +3.0% |
| 3M | +5.2% | -40.1% | +45.3% | +5.7% |
| 6M | +17.0% | -18.9% | +35.9% | +17.4% |
| YTD | +25.5% | -44.9% | +70.4% | +26.3% |
| 1Y | +35.5% | -46.7% | +82.2% | +36.4% |
| 3Y | +143.9% | +44.3% | +99.6% | +140.4% |
| All | +143.9% | +42.7% | +101.2% | +140.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling