+2,489.9%
AXTI vs PENG
+108.8%
+2,381.1%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +6.4% | +3.2% | +6.7% |
| 7D | +5.1% | +4.5% | +0.6% | +3.2% |
| 30D | -10.2% | -7.1% | -3.1% | -5.7% |
| 3M | -41.8% | -27.3% | -14.6% | -33.1% |
| 6M | +57.5% | +169.6% | -112.1% | +8.2% |
| YTD | +277.0% | +164.6% | +112.4% | +157.8% |
| 1Y | +1,982.4% | +109.5% | +1,873.0% | +1,440.1% |
| All | +2,489.9% | +108.8% | +2,381.1% | +1,665.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling