+959.5%
AAOI vs PCAR
+427.2%
+532.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.2% | +5.0% | +5.0% |
| 7D | -0.7% | -0.5% | -0.1% | -0.3% |
| 30D | -17.9% | -6.2% | -11.7% | -13.5% |
| 3M | -48.0% | +5.9% | -53.9% | -50.4% |
| 6M | +5.8% | +0.4% | +5.4% | +5.4% |
| YTD | +202.7% | +14.8% | +187.9% | +174.0% |
| 1Y | +352.5% | +30.1% | +322.4% | +275.2% |
| 3Y | +657.0% | +66.7% | +590.4% | +444.1% |
| 5Y | +1,267.0% | +166.1% | +1,100.8% | +605.3% |
| 10Y | +502.7% | +353.7% | +149.0% | +98.8% |
| All | +959.5% | +427.2% | +532.3% | +221.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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