+549.9%
AXTI vs PENG
+735.0%
-185.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.7% | -9.0% | -8.1% |
| 7D | +18.6% | +34.6% | -16.0% | +4.8% |
| 30D | -32.6% | -35.9% | +3.3% | -17.6% |
| 3M | -44.5% | -14.7% | -29.8% | -40.0% |
| 6M | -64.6% | +13.5% | -78.1% | -66.0% |
| YTD | +166.3% | +156.1% | +10.2% | +85.9% |
| 1Y | +296.5% | +141.3% | +155.2% | +183.6% |
| 3Y | +2,099.0% | +223.4% | +1,875.6% | +1,236.3% |
| 5Y | +377.9% | +67.4% | +310.5% | +236.1% |
| All | +549.9% | +735.0% | -185.1% | +208.5% |
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