+168.1%
PM vs AXON
+71.5%
+96.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -18.2% | +16.4% | -1.5% |
| 7D | -5.2% | -26.8% | +21.6% | -4.7% |
| 30D | +2.7% | -22.9% | +25.6% | +3.1% |
| 3M | +6.1% | -40.1% | +46.2% | +6.9% |
| 6M | +18.0% | -18.9% | +36.9% | +18.3% |
| YTD | +26.6% | -44.9% | +71.5% | +27.6% |
| 1Y | +36.7% | -46.7% | +83.4% | +37.9% |
| 3Y | +146.0% | +44.3% | +101.7% | +139.3% |
| All | +168.1% | +71.5% | +96.6% | +148.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling