-14.4%
PCOR vs VCLT
-9.9%
-4.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | +22.7% | +0.3% | +22.5% | +22.6% |
| 30D | +37.5% | +3.7% | +33.8% | +33.2% |
| 3M | +35.2% | -1.0% | +36.2% | +36.6% |
| 6M | +42.2% | -3.4% | +45.6% | +46.9% |
| YTD | +3.6% | -2.6% | +6.2% | +6.2% |
| 1Y | -4.8% | -3.3% | -1.5% | -1.7% |
| 3Y | +48.3% | +17.3% | +31.0% | +27.4% |
| 5Y | -20.1% | -17.0% | -3.1% | -9.2% |
| All | -14.4% | -9.9% | -4.5% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 10y: compounded portfolio wealth divided by compounded VCLT 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…
10y analysis · Full analysis span regression · 6 months rolling