+1,470.4%
AXTI vs PTC
+200.2%
+1,270.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.1% | -6.0% | -6.0% |
| 7D | +15.1% | -14.2% | +29.4% | +24.2% |
| 30D | -12.3% | -14.4% | +2.1% | -6.1% |
| 3M | -24.1% | -4.7% | -19.4% | -26.5% |
| 6M | +46.0% | -19.3% | +65.4% | +55.5% |
| YTD | +295.7% | -26.1% | +321.8% | +344.8% |
| 1Y | +1,825.6% | -37.1% | +1,862.7% | +2,309.5% |
| 3Y | +2,630.0% | -10.4% | +2,640.3% | +2,695.0% |
| 5Y | +601.0% | +2.5% | +598.5% | +552.9% |
| All | +1,470.4% | +200.2% | +1,270.2% | +762.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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