+127.7%
PFE vs AXTI
+487.0%
-359.3%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +9.7% | -10.9% | -1.6% |
| 7D | +1.8% | +5.1% | -3.4% | +1.6% |
| 30D | +10.2% | -10.2% | +20.4% | +10.3% |
| 3M | +12.7% | -41.8% | +54.5% | +13.4% |
| 6M | +10.5% | +57.5% | -47.0% | +6.1% |
| YTD | +20.2% | +277.0% | -256.8% | +10.7% |
| 1Y | +24.1% | +1,982.4% | -1,958.4% | +6.6% |
| 3Y | -3.6% | +2,234.8% | -2,238.4% | -20.4% |
| 5Y | -20.9% | +528.3% | -549.2% | -32.3% |
| 10Y | +35.8% | +1,310.5% | -1,274.7% | +7.8% |
| All | +127.7% | +487.0% | -359.3% | +45.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling