+48.3%
PCOR vs VCLT
+16.8%
+31.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | +22.7% | +0.3% | +22.5% | +22.5% |
| 30D | +37.5% | +3.7% | +33.8% | +33.0% |
| 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% | +14.2% |
| All | +48.3% | +16.8% | +31.5% | +14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling