+77.9%
AEP vs PCOR
+43.8%
+34.1%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -2.8% | +22.7% | -25.6% | -2.1% |
| 30D | +3.6% | +37.5% | -33.8% | +4.9% |
| 3M | +1.8% | +35.2% | -33.4% | +3.0% |
| 6M | -3.1% | +42.2% | -45.4% | -1.7% |
| YTD | +12.2% | +3.6% | +8.7% | +13.4% |
| 1Y | +9.1% | -4.8% | +13.9% | +10.2% |
| 3Y | +77.9% | +48.3% | +29.6% | +71.7% |
| All | +77.9% | +43.8% | +34.1% | +71.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling