+286.3%
AEHR vs PEGA
+386.1%
-99.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.2% | -7.9% | -6.8% |
| 7D | +6.4% | +0.1% | +6.3% | +6.3% |
| 30D | -20.3% | -4.1% | -16.2% | -20.1% |
| 3M | -53.8% | -2.8% | -51.0% | -54.0% |
| 6M | -44.8% | -0.4% | -44.4% | -45.7% |
| YTD | +182.2% | -45.4% | +227.6% | +194.4% |
| 1Y | +174.7% | -42.6% | +217.4% | +184.8% |
| 3Y | +143.5% | +45.4% | +98.1% | +123.4% |
| 5Y | +129.9% | -44.6% | +174.4% | +130.4% |
| 10Y | +1,786.8% | +91.2% | +1,695.6% | +1,628.6% |
| All | +286.3% | +386.1% | -99.8% | +215.2% |
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