+3,912.3%
AEHR vs PBF
+374.8%
+3,537.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.6% | +0.7% |
| 7D | +9.8% | +5.3% | +4.4% | +8.9% |
| 30D | -26.7% | +11.7% | -38.5% | -28.2% |
| 3M | -8.1% | +91.1% | -99.2% | -17.5% |
| 6M | +123.1% | +88.4% | +34.6% | +96.4% |
| YTD | +369.0% | +194.1% | +174.9% | +280.2% |
| 1Y | +256.4% | +180.4% | +76.0% | +189.8% |
| 3Y | +96.4% | +59.3% | +37.1% | +68.7% |
| 5Y | +836.6% | +816.3% | +20.3% | +520.0% |
| All | +3,912.3% | +374.8% | +3,537.5% | +2,682.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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