+3,912.3%
AEHR vs PFGC
+292.9%
+3,619.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.4% | +1.1% |
| 7D | +9.8% | -4.8% | +14.5% | +11.5% |
| 30D | -26.7% | -12.5% | -14.2% | -23.3% |
| 3M | -8.1% | -9.7% | +1.6% | -6.0% |
| 6M | +123.1% | +7.0% | +116.0% | +115.6% |
| YTD | +369.0% | +4.5% | +364.5% | +354.7% |
| 1Y | +256.4% | -11.6% | +268.0% | +265.3% |
| 3Y | +96.4% | +58.5% | +37.9% | +67.8% |
| 5Y | +836.6% | +112.6% | +724.0% | +648.3% |
| All | +3,912.3% | +292.9% | +3,619.4% | +2,226.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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