+1,472.1%
AXTI vs PBF
+374.8%
+1,097.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.2% |
| 7D | +5.1% | +5.3% | -0.2% | +4.0% |
| 30D | -17.5% | +11.7% | -29.2% | -19.5% |
| 3M | -26.7% | +91.1% | -117.8% | -36.2% |
| 6M | +36.8% | +88.4% | -51.7% | +17.7% |
| YTD | +296.1% | +194.1% | +102.1% | +207.9% |
| 1Y | +1,810.6% | +180.4% | +1,630.2% | +1,392.7% |
| 3Y | +2,587.6% | +59.3% | +2,528.2% | +2,163.1% |
| 5Y | +601.7% | +816.3% | -214.5% | +281.4% |
| All | +1,472.1% | +374.8% | +1,097.3% | +762.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 10y: compounded portfolio wealth divided by compounded PBF 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…
10y analysis · Full analysis span regression · 6 months rolling