-41.4%
PCOR vs AEIS
+219.5%
-260.9%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.4% | -6.7% | -5.1% |
| 7D | -9.0% | +3.0% | -11.9% | -10.0% |
| 30D | +4.2% | -14.6% | +18.8% | +9.1% |
| 3M | +14.4% | -12.4% | +26.9% | +12.7% |
| 6M | +0.2% | -15.0% | +15.1% | -3.6% |
| YTD | -20.3% | +34.3% | -54.5% | -42.3% |
| 1Y | -16.1% | +87.4% | -103.5% | -51.9% |
| 3Y | -14.7% | +139.8% | -154.5% | -60.8% |
| All | -41.4% | +219.5% | -260.9% | -79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling