+763.1%
PM vs AXON
+5,277.2%
-4,514.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.2% | +2.2% | -1.6% |
| 7D | -4.9% | -14.2% | +9.3% | -3.7% |
| 30D | -3.4% | -15.4% | +12.0% | -2.3% |
| 3M | +5.2% | +0.5% | +4.7% | +4.5% |
| 6M | +3.7% | -9.5% | +13.2% | +3.5% |
| YTD | +15.8% | -9.2% | +25.0% | +15.0% |
| 1Y | +17.4% | -29.4% | +46.7% | +18.9% |
| 3Y | +116.9% | +139.4% | -22.5% | +91.1% |
| 5Y | +117.3% | +178.9% | -61.6% | +84.8% |
| 10Y | +193.8% | +1,840.8% | -1,647.0% | +90.3% |
| All | +763.1% | +5,277.2% | -4,514.0% | +291.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling