+827.9%
AEHR vs PFGC
+105.5%
+722.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -0.8% |
| 7D | +23.0% | -4.8% | +27.8% | +27.4% |
| 30D | -19.9% | -17.2% | -2.7% | -8.5% |
| 3M | +0.5% | -6.3% | +6.9% | +2.2% |
| 6M | +123.6% | +8.8% | +114.7% | +101.1% |
| YTD | +364.6% | +4.9% | +359.7% | +321.9% |
| 1Y | +255.3% | -9.5% | +264.8% | +262.7% |
| 3Y | +89.7% | +59.6% | +30.1% | +20.4% |
| 5Y | +827.9% | +113.5% | +714.4% | +398.5% |
| All | +827.9% | +105.5% | +722.4% | +398.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling