+1,743.2%
AEHR vs PENG
+762.7%
+980.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +6.4% | +6.7% | +10.1% |
| 7D | +6.7% | +4.5% | +2.2% | +4.8% |
| 30D | -12.7% | -7.1% | -5.6% | -8.9% |
| 3M | -26.0% | -27.3% | +1.3% | -14.4% |
| 6M | +102.2% | +169.6% | -67.4% | +36.5% |
| YTD | +327.2% | +164.6% | +162.6% | +189.3% |
| 1Y | +228.1% | +109.5% | +118.6% | +145.4% |
| 3Y | +67.0% | +98.9% | -31.9% | +15.3% |
| 5Y | +928.1% | +116.3% | +811.9% | +594.6% |
| All | +1,743.2% | +762.7% | +980.5% | +697.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling