-14.6%
PCOR vs AEIS
+142.1%
-156.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.4% | -6.7% | -4.7% |
| 7D | -9.0% | +3.0% | -11.9% | -9.5% |
| 30D | +4.2% | -14.6% | +18.8% | +6.9% |
| 3M | +14.4% | -12.4% | +26.9% | +13.1% |
| 6M | +0.2% | -15.0% | +15.1% | -2.2% |
| YTD | -20.3% | +34.3% | -54.5% | -37.4% |
| 1Y | -16.1% | +87.4% | -103.5% | -45.5% |
| All | -14.6% | +142.1% | -156.7% | -54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling