+48.6%
PCOR vs VICR
+336.6%
-288.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +0.7% |
| 7D | +3.0% | +8.3% | -5.2% | +2.6% |
| 30D | +38.7% | -35.2% | +73.9% | +41.8% |
| 3M | +24.9% | -29.8% | +54.7% | +25.9% |
| 6M | +68.8% | -48.6% | +117.3% | +71.6% |
| YTD | +6.7% | +45.1% | -38.4% | -13.6% |
| 1Y | +3.0% | +79.6% | -76.6% | -20.5% |
| 3Y | +48.6% | +335.4% | -286.8% | -23.2% |
| All | +48.6% | +336.6% | -288.0% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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