+302.8%
AEM vs PCOR
-43.0%
+345.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.1% | -0.9% |
| 7D | -0.5% | -9.0% | +8.4% | +0.1% |
| 30D | +24.0% | +4.2% | +19.9% | +23.7% |
| 3M | +16.1% | +14.4% | +1.7% | +14.9% |
| 6M | -11.6% | +0.2% | -11.8% | -12.0% |
| YTD | +21.5% | -20.3% | +41.8% | +23.0% |
| 1Y | +39.2% | -16.1% | +55.3% | +40.1% |
| 3Y | +347.4% | -14.7% | +362.1% | +340.1% |
| All | +302.8% | -43.0% | +345.8% | +277.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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