+480.3%
AXTI vs PENG
+597.2%
-116.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +12.4% | -6.5% | +0.6% |
| 7D | -29.4% | -19.4% | -9.9% | -21.9% |
| 30D | -51.3% | -42.4% | -8.9% | -38.1% |
| 3M | -48.3% | -25.6% | -22.6% | -40.6% |
| 6M | -62.9% | +7.3% | -70.2% | -63.5% |
| YTD | +137.8% | +113.9% | +23.9% | +78.4% |
| 1Y | +338.3% | +93.6% | +244.8% | +241.7% |
| 3Y | +1,590.4% | +170.2% | +1,420.2% | +1,002.9% |
| 5Y | +321.7% | +44.2% | +277.5% | +215.5% |
| All | +480.3% | +597.2% | -116.9% | +196.1% |
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