+1,067.6%
PSX vs AXON
+7,478.7%
-6,411.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -18.2% | +17.6% | +1.5% |
| 7D | -13.1% | -26.8% | +13.7% | -10.2% |
| 30D | -9.5% | -22.9% | +13.4% | -7.2% |
| 3M | +20.2% | -40.1% | +60.3% | +26.3% |
| 6M | +44.9% | -18.9% | +63.8% | +45.2% |
| YTD | +94.4% | -44.9% | +139.3% | +102.3% |
| 1Y | +83.1% | -46.7% | +129.8% | +91.2% |
| 3Y | +132.2% | +44.3% | +87.8% | +103.8% |
| 5Y | +278.8% | +71.4% | +207.5% | +215.4% |
| 10Y | +354.2% | +1,324.0% | -969.9% | +164.1% |
| All | +1,067.6% | +7,478.7% | -6,411.1% | +459.7% |
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