+143.2%
PM vs AXON
+31.7%
+111.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.1% | +0.7% | -2.4% |
| 7D | -7.3% | -28.7% | +21.5% | -6.9% |
| 30D | -4.0% | -28.3% | +24.3% | -3.7% |
| 3M | +2.7% | -46.9% | +49.7% | +3.3% |
| 6M | +14.9% | -24.9% | +39.7% | +15.3% |
| YTD | +23.5% | -46.6% | +70.1% | +24.4% |
| 1Y | +30.4% | -49.7% | +80.0% | +31.4% |
| 3Y | +143.2% | +40.6% | +102.7% | +135.5% |
| All | +143.2% | +31.7% | +111.5% | +135.5% |
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