+983.6%
AAOI vs PCG
-60.0%
+1,043.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.3% | +1.0% | -2.7% |
| 7D | +4.7% | +6.5% | -1.8% | +3.8% |
| 30D | -18.7% | -16.7% | -2.0% | -17.1% |
| 3M | -33.7% | -14.2% | -19.6% | -32.9% |
| 6M | -2.4% | -21.5% | +19.0% | +0.1% |
| YTD | +209.6% | -11.2% | +220.8% | +211.8% |
| 1Y | +355.0% | -4.2% | +359.2% | +353.9% |
| 3Y | +814.7% | -14.9% | +829.5% | +827.0% |
| 5Y | +1,298.1% | +54.2% | +1,243.8% | +1,221.7% |
| 10Y | +449.8% | -75.3% | +525.1% | +597.2% |
| All | +983.6% | -60.0% | +1,043.7% | +1,028.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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