+983.6%
AAOI vs PEGA
+266.4%
+717.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.1% | -2.2% |
| 7D | +4.7% | -6.1% | +10.8% | +7.6% |
| 30D | -18.7% | +6.4% | -25.1% | -22.5% |
| 3M | -33.7% | +2.9% | -36.7% | -37.8% |
| 6M | -2.4% | -23.8% | +21.4% | +4.9% |
| YTD | +209.6% | -41.1% | +250.7% | +266.8% |
| 1Y | +355.0% | -38.2% | +393.2% | +421.3% |
| 3Y | +814.7% | +49.8% | +764.8% | +530.0% |
| 5Y | +1,298.1% | -48.0% | +1,346.1% | +1,458.7% |
| 10Y | +449.8% | +173.1% | +276.7% | +199.2% |
| All | +983.6% | +266.4% | +717.3% | +472.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling