+352.5%
AAOI vs PEGA
-30.0%
+382.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.0% | +6.1% | +5.0% |
| 7D | -0.7% | +3.3% | -3.9% | -0.2% |
| 30D | -17.9% | +17.7% | -35.7% | -16.2% |
| 3M | -48.0% | +5.8% | -53.8% | -46.0% |
| 6M | +5.8% | -20.3% | +26.1% | +11.2% |
| YTD | +202.7% | -37.1% | +239.9% | +236.1% |
| 1Y | +352.5% | -30.2% | +382.7% | +419.8% |
| All | +352.5% | -30.0% | +382.5% | +419.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 1y: compounded portfolio wealth divided by compounded PEGA 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…
1y analysis · Full analysis span regression · 6 months rolling