+3,875.0%
AEHR vs PEGA
+180.6%
+3,694.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.8% | -2.5% |
| 7D | +23.0% | -5.3% | +28.3% | +25.1% |
| 30D | -19.9% | +8.3% | -28.2% | -23.2% |
| 3M | +0.5% | +8.9% | -8.4% | -5.9% |
| 6M | +123.6% | -19.7% | +143.3% | +130.9% |
| YTD | +364.6% | -39.9% | +404.5% | +426.1% |
| 1Y | +255.3% | -36.4% | +291.7% | +287.5% |
| 3Y | +89.7% | +52.8% | +36.9% | +24.8% |
| 5Y | +827.9% | -45.7% | +873.6% | +886.5% |
| All | +3,875.0% | +180.6% | +3,694.4% | +2,031.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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