+1,472.1%
AXTI vs PFG
+251.1%
+1,221.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | -0.5% |
| 7D | +5.1% | -0.4% | +5.5% | +5.2% |
| 30D | -17.5% | +2.9% | -20.3% | -19.4% |
| 3M | -26.7% | +6.7% | -33.4% | -30.7% |
| 6M | +36.8% | +33.8% | +3.0% | +10.6% |
| YTD | +296.1% | +35.0% | +261.2% | +221.2% |
| 1Y | +1,810.6% | +46.4% | +1,764.2% | +1,378.4% |
| 3Y | +2,587.6% | +71.7% | +2,515.9% | +1,824.4% |
| 5Y | +601.7% | +113.7% | +488.0% | +343.7% |
| All | +1,472.1% | +251.1% | +1,221.0% | +692.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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