+293.8%
AXTI vs PEGA
+486.3%
-192.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.2% | -5.1% | -4.1% |
| 7D | +7.6% | +0.1% | +7.5% | +7.4% |
| 30D | -32.1% | -4.1% | -27.9% | -31.8% |
| 3M | -46.0% | -2.8% | -43.1% | -46.3% |
| 6M | -65.7% | -0.4% | -65.2% | -66.5% |
| YTD | +155.9% | -45.4% | +201.3% | +173.6% |
| 1Y | +300.8% | -42.6% | +343.4% | +325.1% |
| 3Y | +1,981.6% | +45.4% | +1,936.2% | +1,735.9% |
| 5Y | +359.3% | -44.6% | +403.9% | +360.9% |
| 10Y | +780.8% | +91.2% | +689.7% | +649.3% |
| All | +293.8% | +486.3% | -192.5% | +85.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling