+1,981.6%
AXTI vs PEP
-2.9%
+1,984.5%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.2% | -6.1% | -2.4% |
| 7D | +7.6% | +2.9% | +4.7% | +9.7% |
| 30D | -32.1% | +12.5% | -44.6% | -26.0% |
| 3M | -46.0% | +4.5% | -50.5% | -42.8% |
| 6M | -65.7% | -0.5% | -65.2% | -63.4% |
| YTD | +155.9% | +4.4% | +151.5% | +180.4% |
| 1Y | +300.8% | +4.4% | +296.4% | +339.0% |
| 3Y | +1,981.6% | -3.4% | +1,985.0% | +2,073.1% |
| All | +1,981.6% | -2.9% | +1,984.5% | +2,073.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling