+937.0%
AAOI vs PFG
+319.7%
+617.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -4.8% |
| 7D | +2.9% | -3.0% | +5.9% | +4.8% |
| 30D | -23.1% | +2.5% | -25.6% | -24.9% |
| 3M | -41.0% | +6.1% | -47.1% | -44.3% |
| 6M | -14.3% | +31.3% | -45.6% | -29.5% |
| YTD | +196.3% | +33.6% | +162.7% | +138.3% |
| 1Y | +272.6% | +48.5% | +224.1% | +180.6% |
| 3Y | +775.3% | +69.6% | +705.7% | +545.4% |
| 5Y | +1,290.2% | +111.5% | +1,178.7% | +782.5% |
| 10Y | +426.2% | +244.2% | +182.0% | +121.3% |
| All | +937.0% | +319.7% | +617.4% | +305.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling