+330.8%
AXTI vs PCOR
-9.0%
+339.8%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.5% | +8.9% | +9.9% |
| 7D | -11.0% | +22.2% | -33.2% | -17.6% |
| 30D | -37.3% | +36.0% | -73.3% | -44.3% |
| 3M | -51.6% | +34.0% | -85.6% | -57.7% |
| 6M | -63.1% | +43.5% | -106.6% | -69.2% |
| YTD | +162.4% | +5.1% | +157.3% | +144.2% |
| 1Y | +353.6% | -3.9% | +357.5% | +339.8% |
| 3Y | +1,972.9% | +52.9% | +1,920.0% | +1,573.2% |
| 5Y | +370.0% | -18.7% | +388.6% | +327.5% |
| All | +330.8% | -9.0% | +339.8% | +294.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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