+820.0%
AXTI vs PENG
+762.7%
+57.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +6.4% | +3.2% | +7.0% |
| 7D | +5.1% | +4.5% | +0.6% | +3.4% |
| 30D | -10.2% | -7.1% | -3.1% | -6.2% |
| 3M | -41.8% | -27.3% | -14.6% | -33.5% |
| 6M | +57.5% | +169.6% | -112.1% | +8.1% |
| YTD | +277.0% | +164.6% | +112.4% | +158.2% |
| 1Y | +1,982.4% | +109.5% | +1,873.0% | +1,458.0% |
| 3Y | +2,234.8% | +98.9% | +2,135.9% | +1,481.0% |
| 5Y | +528.3% | +116.3% | +412.1% | +297.8% |
| All | +820.0% | +762.7% | +57.3% | +328.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling