+86.5%
AME vs PCOR
-9.0%
+95.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.7% | +4.0% |
| 7D | -1.5% | +22.2% | -23.7% | -4.5% |
| 30D | -4.2% | +36.0% | -40.2% | -8.6% |
| 3M | -5.9% | +34.0% | -39.9% | -10.4% |
| 6M | +2.8% | +43.5% | -40.7% | -3.7% |
| YTD | +16.6% | +5.1% | +11.5% | +14.2% |
| 1Y | +22.1% | -3.9% | +26.1% | +21.7% |
| 3Y | +64.7% | +52.9% | +11.8% | +47.4% |
| 5Y | +76.6% | -18.7% | +95.3% | +63.5% |
| All | +86.5% | -9.0% | +95.4% | +74.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling