+938.2%
AXTI vs PENG
+755.0%
+183.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.9% | +13.7% | +13.2% |
| 7D | +24.0% | +7.8% | +16.2% | +20.3% |
| 30D | -21.5% | -12.2% | -9.3% | -16.3% |
| 3M | -23.4% | -20.6% | -2.8% | -15.6% |
| 6M | +114.9% | +180.9% | -66.1% | +44.8% |
| YTD | +325.4% | +162.3% | +163.2% | +192.3% |
| 1Y | +2,136.7% | +107.3% | +2,029.4% | +1,579.7% |
| 3Y | +2,835.0% | +110.8% | +2,724.3% | +1,842.2% |
| 5Y | +652.8% | +117.8% | +535.0% | +375.7% |
| All | +938.2% | +755.0% | +183.2% | +385.0% |
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