+416.0%
AAOI vs PEGA
+184.6%
+231.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +1.3% |
| 7D | -0.2% | -3.0% | +2.8% | +1.1% |
| 30D | -23.7% | +15.9% | -39.6% | -30.4% |
| 3M | -39.0% | +10.8% | -49.9% | -45.0% |
| 6M | -17.0% | -16.5% | -0.5% | -14.4% |
| YTD | +202.2% | -39.0% | +241.3% | +256.3% |
| 1Y | +292.4% | -37.3% | +329.7% | +351.5% |
| 3Y | +804.4% | +59.2% | +745.2% | +474.5% |
| 5Y | +1,318.0% | -44.9% | +1,362.9% | +1,477.1% |
| All | +416.0% | +184.6% | +231.3% | +120.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling