+98.2%
AEHR vs PEGA
+49.1%
+49.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.2% | +7.4% | +5.5% |
| 7D | +19.1% | -6.1% | +25.2% | +19.9% |
| 30D | -10.0% | +6.4% | -16.4% | -11.1% |
| 3M | +1.3% | +2.9% | -1.6% | +0.2% |
| 6M | +133.8% | -23.8% | +157.6% | +144.1% |
| YTD | +373.3% | -41.1% | +414.4% | +426.0% |
| 1Y | +256.2% | -38.2% | +294.4% | +286.8% |
| All | +98.2% | +49.1% | +49.1% | +59.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling