+804.4%
AAOI vs PGR
+75.0%
+729.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +2.3% |
| 7D | -0.2% | -0.6% | +0.4% | -0.4% |
| 30D | -23.7% | +4.9% | -28.6% | -21.8% |
| 3M | -39.0% | +7.6% | -46.7% | -36.6% |
| 6M | -17.0% | +8.3% | -25.3% | -13.5% |
| YTD | +202.2% | +1.7% | +200.5% | +213.8% |
| 1Y | +292.4% | -6.8% | +299.3% | +308.4% |
| 3Y | +804.4% | +73.4% | +730.9% | +1,786.6% |
| All | +804.4% | +75.0% | +729.4% | +1,786.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 3y: compounded portfolio wealth divided by compounded PGR 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…
3y analysis · Full analysis span regression · 6 months rolling