+554.7%
AXTI vs PEGA
+546.7%
+8.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -4.2% | +17.0% | +13.6% |
| 7D | +24.0% | -2.4% | +26.4% | +24.3% |
| 30D | -21.5% | +9.6% | -31.1% | -23.1% |
| 3M | -23.4% | +2.3% | -25.7% | -24.9% |
| 6M | +114.9% | -23.9% | +138.8% | +120.2% |
| YTD | +325.4% | -39.8% | +365.2% | +350.8% |
| 1Y | +2,136.7% | -37.4% | +2,174.1% | +2,251.1% |
| 3Y | +2,835.0% | +53.1% | +2,781.9% | +2,481.4% |
| 5Y | +652.8% | -47.2% | +700.1% | +667.8% |
| 10Y | +1,513.9% | +174.3% | +1,339.6% | +1,210.4% |
| All | +554.7% | +546.7% | +8.0% | +206.0% |
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