+2,129.8%
AEHR vs PTC
+312.8%
+1,817.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.2% | +10.6% | +10.5% |
| 7D | +8.1% | +0.5% | +7.6% | +7.9% |
| 30D | -15.9% | +0.9% | -16.8% | -16.1% |
| 3M | -43.9% | +30.4% | -74.2% | -52.8% |
| 6M | -37.1% | +34.4% | -71.5% | -49.8% |
| YTD | +225.8% | +12.6% | +213.2% | +184.6% |
| 1Y | +184.0% | +10.2% | +173.8% | +151.9% |
| 3Y | +168.5% | +29.4% | +139.1% | +109.2% |
| 5Y | +186.2% | +63.7% | +122.5% | +101.5% |
| All | +2,129.8% | +312.8% | +1,817.1% | +795.1% |
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