+554.7%
AXTI vs PEP
+598.6%
-44.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +0.6% | +12.3% | +12.8% |
| 7D | +24.0% | +0.1% | +23.9% | +24.0% |
| 30D | -21.5% | +0.7% | -22.1% | -21.6% |
| 3M | -23.4% | -0.5% | -22.8% | -23.8% |
| 6M | +114.9% | -11.3% | +126.2% | +117.5% |
| YTD | +325.4% | -0.6% | +326.0% | +323.3% |
| 1Y | +2,136.7% | +1.7% | +2,135.0% | +2,107.7% |
| 3Y | +2,835.0% | -12.5% | +2,847.5% | +2,837.4% |
| 5Y | +652.8% | +3.9% | +648.9% | +628.1% |
| 10Y | +1,513.9% | +76.6% | +1,437.3% | +1,327.1% |
| All | +554.7% | +598.6% | -44.0% | +397.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling