+601.0%
AXTI vs PFG
+108.9%
+492.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.8% | -6.9% | -6.8% |
| 7D | +15.1% | -3.0% | +18.1% | +17.5% |
| 30D | -12.3% | +2.5% | -14.8% | -14.7% |
| 3M | -24.1% | +6.1% | -30.2% | -29.2% |
| 6M | +46.0% | +31.3% | +14.8% | +11.4% |
| YTD | +295.7% | +33.6% | +262.2% | +200.7% |
| 1Y | +1,825.6% | +48.5% | +1,777.1% | +1,243.8% |
| 3Y | +2,630.0% | +69.6% | +2,560.3% | +1,647.1% |
| 5Y | +601.0% | +111.5% | +489.5% | +284.8% |
| All | +601.0% | +108.9% | +492.1% | +284.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling