+416.0%
AAOI vs PFGC
+292.9%
+123.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.1% |
| 7D | -0.2% | -4.8% | +4.6% | +1.4% |
| 30D | -23.7% | -12.5% | -11.2% | -20.3% |
| 3M | -39.0% | -9.7% | -29.3% | -37.5% |
| 6M | -17.0% | +7.0% | -24.1% | -20.0% |
| YTD | +202.2% | +4.5% | +197.8% | +192.1% |
| 1Y | +292.4% | -11.6% | +304.0% | +300.0% |
| 3Y | +804.4% | +58.5% | +745.9% | +684.8% |
| 5Y | +1,318.0% | +112.6% | +1,205.5% | +1,008.6% |
| All | +416.0% | +292.9% | +123.1% | +187.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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