-21.4%
PFE vs AXTI
+651.5%
-672.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | -4.3% | +21.0% | -25.3% | -4.5% |
| 30D | +2.7% | -6.6% | +9.3% | +2.7% |
| 3M | +10.0% | -12.1% | +22.0% | +9.8% |
| 6M | +7.2% | +78.7% | -71.5% | +4.8% |
| YTD | +17.3% | +321.5% | -304.1% | +11.7% |
| 1Y | +20.3% | +2,166.8% | -2,146.5% | +9.2% |
| 3Y | -1.6% | +2,807.6% | -2,809.2% | -13.5% |
| 5Y | -21.4% | +651.5% | -672.8% | -30.0% |
| All | -21.4% | +651.5% | -672.8% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AXTI.
Daily Out/Under-Performance
Portfolio return minus AXTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXTI 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 AXTI 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