+87.6%
AME vs PCOR
-7.7%
+95.3%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.4% |
| 7D | +1.1% | +2.5% | -1.4% | +0.8% |
| 30D | -4.1% | +37.9% | -42.0% | -8.7% |
| 3M | -6.3% | +32.0% | -38.3% | -10.6% |
| 6M | +3.5% | +54.7% | -51.2% | -4.1% |
| YTD | +17.3% | +6.6% | +10.7% | +14.7% |
| 1Y | +22.0% | -1.7% | +23.7% | +21.1% |
| 3Y | +62.0% | +49.0% | +13.1% | +45.7% |
| 5Y | +78.5% | -12.5% | +91.0% | +64.0% |
| All | +87.6% | -7.7% | +95.3% | +74.8% |
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