+835.7%
PM vs AXON
+3,163.8%
-2,328.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -18.2% | +16.4% | -0.3% |
| 7D | -5.2% | -26.8% | +21.6% | -2.8% |
| 30D | +2.7% | -22.9% | +25.6% | +4.8% |
| 3M | +5.2% | -40.1% | +45.3% | +9.4% |
| 6M | +17.0% | -18.9% | +35.9% | +17.7% |
| YTD | +25.5% | -44.9% | +70.4% | +29.7% |
| 1Y | +35.5% | -46.7% | +82.2% | +40.4% |
| 3Y | +143.9% | +44.3% | +99.6% | +123.8% |
| 5Y | +161.8% | +71.4% | +90.5% | +131.5% |
| 10Y | +235.9% | +1,324.0% | -1,088.1% | +121.9% |
| All | +835.7% | +3,163.8% | -2,328.1% | +341.2% |
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 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