+486.7%
AXTI vs PENG
+644.0%
-157.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -2.3% | -6.1% | -7.4% |
| 7D | -23.4% | -16.1% | -7.3% | -16.8% |
| 30D | -42.6% | -41.5% | -1.1% | -27.4% |
| 3M | -46.7% | -19.1% | -27.6% | -41.2% |
| 6M | -66.2% | +0.9% | -67.1% | -66.0% |
| YTD | +140.4% | +128.2% | +12.2% | +75.8% |
| 1Y | +276.5% | +98.6% | +178.0% | +190.0% |
| 3Y | +1,885.4% | +188.2% | +1,697.2% | +1,163.6% |
| 5Y | +350.3% | +55.5% | +294.8% | +227.1% |
| All | +486.7% | +644.0% | -157.3% | +191.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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