+2,490.0%
AEHR vs PCOR
-9.2%
+2,499.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -8.5% | +20.7% | -29.2% | -18.1% |
| 30D | -29.6% | +35.7% | -65.3% | -40.8% |
| 3M | -43.9% | +31.1% | -75.0% | -53.7% |
| 6M | -38.7% | +43.1% | -81.9% | -54.1% |
| YTD | +195.0% | +4.8% | +190.2% | +151.9% |
| 1Y | +142.3% | -3.7% | +145.9% | +120.8% |
| 3Y | +143.1% | +46.5% | +96.6% | +53.3% |
| 5Y | +162.7% | -17.3% | +179.9% | +118.4% |
| All | +2,490.0% | -9.2% | +2,499.2% | +2,104.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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