+82.5%
AEP vs PCOR
-14.4%
+96.9%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.1% | -0.3% |
| 7D | +1.8% | -9.0% | +10.8% | +1.4% |
| 30D | -0.8% | +4.2% | -5.0% | -0.6% |
| 3M | -1.8% | +14.4% | -16.3% | -1.2% |
| 6M | -5.4% | +0.2% | -5.5% | -5.0% |
| YTD | +10.4% | -20.3% | +30.7% | +10.3% |
| 1Y | +18.2% | -16.1% | +34.3% | +18.1% |
| All | +82.5% | -14.4% | +96.9% | +82.4% |
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