+1,472.1%
AXTI vs PEGA
+184.6%
+1,287.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.3% | -0.4% |
| 7D | +5.1% | -3.0% | +8.1% | +5.9% |
| 30D | -17.5% | +15.9% | -33.4% | -22.3% |
| 3M | -26.7% | +10.8% | -37.5% | -31.7% |
| 6M | +36.8% | -16.5% | +53.3% | +39.9% |
| YTD | +296.1% | -39.0% | +335.2% | +348.3% |
| 1Y | +1,810.6% | -37.3% | +1,847.9% | +2,026.9% |
| 3Y | +2,587.6% | +59.2% | +2,528.4% | +1,755.9% |
| 5Y | +601.7% | -44.9% | +646.6% | +704.4% |
| All | +1,472.1% | +184.6% | +1,287.4% | +887.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded PEGA 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling