-34.1%
PCOR vs AEE
+47.1%
-81.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.3% | -4.3% |
| 7D | -9.0% | +0.3% | -9.3% | -9.0% |
| 30D | +4.2% | -2.3% | +6.4% | +4.4% |
| 3M | +14.4% | +0.2% | +14.2% | +14.4% |
| 6M | +0.2% | -4.7% | +4.9% | +0.7% |
| YTD | -20.3% | +8.1% | -28.4% | -21.6% |
| 1Y | -16.1% | +8.5% | -24.7% | -17.6% |
| 3Y | -14.7% | +48.9% | -63.6% | -21.8% |
| 5Y | -43.2% | +39.9% | -83.1% | -46.6% |
| All | -34.1% | +47.1% | -81.1% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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