+515.5%
AEHR vs PEGA
+436.1%
+79.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -4.2% | +9.4% | +5.7% |
| 7D | +18.5% | -2.4% | +20.9% | +18.8% |
| 30D | -11.9% | +9.6% | -21.5% | -13.2% |
| 3M | -5.0% | +2.3% | -7.3% | -6.2% |
| 6M | +155.0% | -23.9% | +178.8% | +159.0% |
| YTD | +349.7% | -39.8% | +389.4% | +366.2% |
| 1Y | +260.4% | -37.4% | +297.8% | +271.1% |
| 3Y | +83.6% | +53.1% | +30.5% | +68.3% |
| 5Y | +917.8% | -47.2% | +965.1% | +926.3% |
| 10Y | +3,517.1% | +174.3% | +3,342.8% | +3,139.2% |
| All | +515.5% | +436.1% | +79.4% | +399.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling