+1,470.4%
AXTI vs PEP
+78.6%
+1,391.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | 0.0% | -6.1% | -6.1% |
| 7D | +15.1% | -1.4% | +16.5% | +15.3% |
| 30D | -12.3% | -0.2% | -12.1% | -12.4% |
| 3M | -24.1% | -4.3% | -19.8% | -24.1% |
| 6M | +46.0% | -13.2% | +59.2% | +49.1% |
| YTD | +295.7% | -1.9% | +297.6% | +294.8% |
| 1Y | +1,825.6% | -0.3% | +1,825.9% | +1,801.8% |
| 3Y | +2,630.0% | -13.6% | +2,643.6% | +2,648.0% |
| 5Y | +601.0% | +3.4% | +597.6% | +554.8% |
| All | +1,470.4% | +78.6% | +1,391.8% | +1,111.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 PEP 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