+67.8%
AEHR vs PENG
+101.4%
-33.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +6.4% | +6.7% | +9.2% |
| 7D | +6.7% | +4.5% | +2.2% | +4.1% |
| 30D | -12.7% | -7.1% | -5.6% | -7.8% |
| 3M | -26.0% | -27.3% | +1.3% | -11.9% |
| 6M | +102.2% | +169.6% | -67.4% | +19.3% |
| YTD | +327.2% | +164.6% | +162.6% | +152.5% |
| 1Y | +228.1% | +109.5% | +118.6% | +117.9% |
| All | +67.8% | +101.4% | -33.6% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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