+1,831.5%
AEHR vs PFG
+184.0%
+1,647.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.5% | -7.2% | -7.0% |
| 7D | +6.4% | +2.4% | +4.0% | +5.0% |
| 30D | -20.3% | +5.9% | -26.2% | -22.9% |
| 3M | -53.8% | -0.4% | -53.3% | -54.0% |
| 6M | -44.8% | +14.8% | -59.7% | -50.6% |
| YTD | +182.2% | +31.9% | +150.3% | +133.6% |
| 1Y | +174.7% | +38.8% | +135.9% | +120.8% |
| 3Y | +143.5% | +82.4% | +61.1% | +67.6% |
| 5Y | +129.9% | +94.7% | +35.1% | +61.1% |
| All | +1,831.5% | +184.0% | +1,647.6% | +949.3% |
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