-13.1%
PCOR vs VCLT
-17.0%
+3.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.9% |
| 7D | +2.2% | -1.9% | +4.1% | +4.1% |
| 30D | +37.4% | +1.4% | +36.0% | +35.8% |
| 3M | +33.2% | -1.8% | +35.0% | +35.8% |
| 6M | +60.6% | -3.9% | +64.5% | +67.1% |
| YTD | +6.2% | -3.9% | +10.1% | +10.5% |
| 1Y | -1.1% | -4.7% | +3.6% | +3.8% |
| 3Y | +48.4% | +14.1% | +34.3% | +29.6% |
| 5Y | -13.1% | -16.6% | +3.5% | +12.4% |
| All | -13.1% | -17.0% | +3.8% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling