-76.0%
PCG vs AEHR
+1,768.2%
-1,844.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.7% | +8.8% | +2.5% |
| 7D | +2.2% | +6.4% | -4.2% | +1.8% |
| 30D | +0.8% | -20.3% | +21.1% | +1.3% |
| 3M | -23.8% | -53.8% | +30.0% | -21.8% |
| 6M | -19.6% | -44.8% | +25.2% | -19.2% |
| YTD | -16.7% | +182.2% | -198.9% | -23.9% |
| 1Y | -19.4% | +174.7% | -194.1% | -26.3% |
| 3Y | -18.3% | +143.5% | -161.8% | -28.1% |
| 5Y | +10.4% | +129.9% | -119.4% | -8.3% |
| All | -76.0% | +1,768.2% | -1,844.2% | -85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEHR.
Daily Out/Under-Performance
Portfolio return minus AEHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEHR 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 AEHR 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