+134.6%
PFE vs AXTI
+298.5%
-163.9%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | +0.3% |
| 7D | -1.7% | +7.6% | -9.3% | -2.0% |
| 30D | +0.3% | -32.1% | +32.4% | +1.1% |
| 3M | +9.4% | -46.0% | +55.4% | +10.6% |
| 6M | +14.9% | -65.7% | +80.6% | +16.5% |
| YTD | +23.8% | +155.9% | -132.1% | +14.8% |
| 1Y | +19.5% | +300.8% | -281.2% | +8.7% |
| 3Y | +21.0% | +1,981.6% | -1,960.6% | -0.6% |
| 5Y | -23.9% | +359.3% | -383.1% | -34.6% |
| 10Y | +47.8% | +780.8% | -733.0% | +18.5% |
| All | +134.6% | +298.5% | -163.9% | +50.6% |
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