+3,912.3%
AEHR vs PFG
+251.1%
+3,661.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.3% |
| 7D | +9.8% | -0.4% | +10.2% | +10.0% |
| 30D | -26.7% | +2.9% | -29.6% | -28.5% |
| 3M | -8.1% | +6.7% | -14.8% | -13.3% |
| 6M | +123.1% | +33.8% | +89.3% | +83.5% |
| YTD | +369.0% | +35.0% | +334.0% | +283.3% |
| 1Y | +256.4% | +46.4% | +210.0% | +178.2% |
| 3Y | +96.4% | +71.6% | +24.7% | +40.2% |
| 5Y | +836.6% | +113.7% | +722.9% | +532.3% |
| All | +3,912.3% | +251.1% | +3,661.2% | +1,857.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling