+19.9%
PM vs AXON
-3.4%
+23.3%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -9.8% | +5.2% | -4.5% |
| 7D | -3.4% | -12.7% | +9.3% | -3.2% |
| 30D | +5.8% | -8.6% | +14.4% | +6.0% |
| 3M | +6.7% | -37.2% | +43.9% | +6.6% |
| 6M | +19.9% | +0.5% | +19.4% | +25.0% |
| All | +19.9% | -3.4% | +23.3% | +25.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling