+852.8%
PM vs AXON
+3,889.2%
-3,036.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -9.8% | +5.2% | -3.8% |
| 7D | -3.4% | -12.7% | +9.3% | -2.3% |
| 30D | +5.8% | -8.6% | +14.4% | +6.6% |
| 3M | +6.7% | -37.2% | +43.9% | +10.5% |
| 6M | +19.9% | +0.5% | +19.4% | +18.5% |
| YTD | +27.8% | -32.6% | +60.4% | +30.0% |
| 1Y | +39.4% | -40.2% | +79.6% | +43.2% |
| 3Y | +146.9% | +76.1% | +70.8% | +123.0% |
| 5Y | +166.6% | +109.5% | +57.2% | +132.1% |
| 10Y | +242.1% | +1,640.5% | -1,398.4% | +122.5% |
| All | +852.8% | +3,889.2% | -3,036.3% | +342.3% |
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