+3,460.4%
AEHR vs PFGC
+409.4%
+3,051.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.9% | +7.1% | +5.8% |
| 7D | +18.5% | -2.4% | +21.0% | +19.4% |
| 30D | -11.9% | -15.8% | +3.8% | -7.2% |
| 3M | -5.0% | -0.6% | -4.4% | -5.9% |
| 6M | +155.0% | +10.7% | +144.3% | +144.6% |
| YTD | +349.7% | +7.6% | +342.0% | +333.1% |
| 1Y | +260.4% | -7.8% | +268.2% | +264.1% |
| 3Y | +83.6% | +63.7% | +19.9% | +57.3% |
| 5Y | +917.8% | +112.3% | +805.6% | +726.5% |
| 10Y | +3,517.1% | +286.7% | +3,230.4% | +2,319.1% |
| All | +3,460.4% | +409.4% | +3,051.0% | +2,360.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling