+601.0%
AXTI vs PEGA
-47.2%
+648.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +2.0% | -8.1% | -6.5% |
| 7D | +15.1% | -5.3% | +20.4% | +16.2% |
| 30D | -12.3% | +8.3% | -20.6% | -14.4% |
| 3M | -24.1% | +8.9% | -33.1% | -27.0% |
| 6M | +46.0% | -19.7% | +65.8% | +50.8% |
| YTD | +295.7% | -39.9% | +335.6% | +337.0% |
| 1Y | +1,825.6% | -36.4% | +1,862.0% | +1,986.1% |
| 3Y | +2,630.0% | +52.8% | +2,577.2% | +2,143.4% |
| 5Y | +601.0% | -45.7% | +646.6% | +941.2% |
| All | +601.0% | -47.2% | +648.1% | +941.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling