-14.4%
PCOR vs VICR
+78.6%
-93.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.7% | -9.1% | -1.6% |
| 7D | +22.7% | -23.1% | +45.9% | +26.6% |
| 30D | +37.5% | -48.1% | +85.5% | +49.2% |
| 3M | +35.2% | -32.8% | +68.0% | +38.5% |
| 6M | +42.2% | -47.6% | +89.8% | +45.2% |
| YTD | +3.6% | +34.0% | -30.5% | -18.5% |
| 1Y | -4.8% | +65.0% | -69.8% | -28.9% |
| 3Y | +48.3% | +277.1% | -228.8% | -19.5% |
| 5Y | -20.1% | -5.3% | -14.8% | -44.9% |
| All | -14.4% | +78.6% | -93.0% | -42.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling