+3,912.3%
AEHR vs PTC
+205.0%
+3,707.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.1% |
| 7D | +9.8% | -7.3% | +17.0% | +13.5% |
| 30D | -26.7% | -11.6% | -15.1% | -23.5% |
| 3M | -8.1% | +10.5% | -18.6% | -16.9% |
| 6M | +123.1% | -17.8% | +140.9% | +132.7% |
| YTD | +369.0% | -24.9% | +393.9% | +412.1% |
| 1Y | +256.4% | -36.8% | +293.2% | +335.7% |
| 3Y | +96.4% | -8.7% | +105.1% | +84.7% |
| 5Y | +836.6% | +4.1% | +832.5% | +736.8% |
| All | +3,912.3% | +205.0% | +3,707.3% | +1,929.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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