+77.1%
AEP vs PCOR
-10.3%
+87.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -2.8% | +22.7% | -25.6% | -2.9% |
| 30D | +3.6% | +37.5% | -33.8% | +3.6% |
| 3M | +1.8% | +35.2% | -33.4% | +1.7% |
| 6M | -3.1% | +42.2% | -45.4% | -3.2% |
| YTD | +12.2% | +3.6% | +8.7% | +12.6% |
| 1Y | +9.1% | -4.8% | +13.9% | +9.6% |
| 3Y | +77.9% | +48.3% | +29.6% | +75.0% |
| 5Y | +78.1% | -20.1% | +98.2% | +71.6% |
| All | +77.1% | -10.3% | +87.4% | +72.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling