-13.1%
PCOR vs VEU
+48.7%
-61.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.7% |
| 7D | +2.2% | +2.4% | -0.2% | -0.8% |
| 30D | +37.4% | -2.0% | +39.4% | +40.9% |
| 3M | +33.2% | -5.1% | +38.3% | +41.6% |
| 6M | +60.6% | -0.7% | +61.3% | +59.1% |
| YTD | +6.2% | +11.0% | -4.8% | -13.0% |
| 1Y | -1.1% | +12.4% | -13.5% | -20.5% |
| 3Y | +48.4% | +69.8% | -21.4% | -36.4% |
| 5Y | -13.1% | +48.2% | -61.3% | -49.2% |
| All | -13.1% | +48.7% | -61.8% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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