+100.9%
AAOI vs PFG
+46.8%
+54.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +4.1% | -11.5% | -6.5% |
| 7D | -27.9% | +4.9% | -32.8% | -27.1% |
| 30D | -51.2% | +5.7% | -56.9% | -50.5% |
| 3M | -55.0% | +2.6% | -57.5% | -54.3% |
| 6M | -65.7% | +19.8% | -85.5% | -66.3% |
| YTD | +70.0% | +36.3% | +33.7% | +49.0% |
| 1Y | +100.9% | +47.9% | +53.0% | +84.4% |
| All | +100.9% | +46.8% | +54.1% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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