+646.6%
AXTI vs PEP
+3.1%
+643.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.3% | -1.2% |
| 7D | +21.0% | -1.7% | +22.7% | +20.5% |
| 30D | -6.6% | +0.3% | -6.9% | -6.5% |
| 3M | -12.1% | -3.2% | -8.8% | -11.8% |
| 6M | +78.7% | -13.6% | +92.3% | +78.9% |
| YTD | +321.5% | -1.9% | +323.3% | +326.9% |
| 1Y | +2,166.8% | -0.6% | +2,167.4% | +2,194.1% |
| 3Y | +2,807.6% | -13.6% | +2,821.2% | +2,832.7% |
| All | +646.6% | +3.1% | +643.5% | +665.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling