+143.5%
AEHR vs PEGA
+46.3%
+97.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.2% | -7.9% | -6.7% |
| 7D | +6.4% | +0.1% | +6.3% | +6.3% |
| 30D | -20.3% | -4.1% | -16.2% | -20.2% |
| 3M | -53.8% | -2.8% | -51.0% | -54.0% |
| 6M | -44.8% | -0.4% | -44.4% | -45.9% |
| YTD | +182.2% | -45.4% | +227.6% | +213.6% |
| 1Y | +174.7% | -42.6% | +217.4% | +200.5% |
| 3Y | +143.5% | +45.4% | +98.1% | +94.0% |
| All | +143.5% | +46.3% | +97.2% | +94.0% |
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