-12.5%
PCOR vs AEIS
+150.6%
-163.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.5% | -2.8% | +0.3% |
| 7D | +2.5% | +9.5% | -6.9% | -0.7% |
| 30D | +37.9% | -17.5% | +55.4% | +43.6% |
| 3M | +32.0% | -29.3% | +61.2% | +42.4% |
| 6M | +54.7% | -34.7% | +89.4% | +63.2% |
| YTD | +6.6% | +10.7% | -4.2% | -20.8% |
| 1Y | -1.7% | +7.4% | -9.1% | -25.9% |
| 3Y | +49.0% | +161.1% | -112.2% | -42.6% |
| 5Y | -12.5% | +150.7% | -163.3% | -67.7% |
| All | -12.5% | +150.6% | -163.1% | -67.7% |
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