+743.4%
AXTI vs PH
+251.9%
+491.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -1.3% |
| 7D | +5.1% | -1.3% | +6.4% | +6.2% |
| 30D | -17.5% | -11.0% | -6.5% | -9.0% |
| 3M | -26.7% | +5.5% | -32.2% | -28.5% |
| 6M | +36.8% | +1.5% | +35.3% | +34.4% |
| YTD | +296.1% | +8.8% | +287.4% | +270.3% |
| 1Y | +1,810.6% | +24.5% | +1,786.1% | +1,496.6% |
| 3Y | +2,587.6% | +141.2% | +2,446.4% | +1,249.9% |
| All | +743.4% | +251.9% | +491.4% | +230.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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