-3.7%
PCOR vs AEIS
-1.0%
-2.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.1% |
| 7D | +20.7% | -6.9% | +27.6% | +19.7% |
| 30D | +35.7% | -23.2% | +58.9% | +31.0% |
| 3M | +31.1% | -29.5% | +60.5% | +25.4% |
| 6M | +43.1% | -37.9% | +81.0% | +36.8% |
| YTD | +4.8% | +6.0% | -1.1% | -2.0% |
| 1Y | -3.7% | +1.2% | -4.9% | -8.3% |
| All | -3.7% | -1.0% | -2.7% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 1y: compounded portfolio wealth divided by compounded AEIS 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…
1y analysis · Full analysis span regression · 6 months rolling