+48.6%
PCOR vs AEIS
+148.8%
-100.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.5% | +1.0% |
| 7D | +3.0% | +11.5% | -8.5% | +1.5% |
| 30D | +38.7% | -15.8% | +54.4% | +41.0% |
| 3M | +24.9% | -33.3% | +58.2% | +31.5% |
| 6M | +68.8% | -35.2% | +104.0% | +73.1% |
| YTD | +6.7% | +5.0% | +1.7% | -14.9% |
| 1Y | +3.0% | +8.5% | -5.5% | -19.5% |
| 3Y | +48.6% | +152.9% | -104.3% | -33.3% |
| All | +48.6% | +148.8% | -100.2% | -33.3% |
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 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