-34.1%
PCOR vs VICR
+129.3%
-163.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +5.5% | -9.7% | -5.2% |
| 7D | -9.0% | +0.4% | -9.4% | -9.1% |
| 30D | +4.2% | -13.9% | +18.1% | +6.0% |
| 3M | +14.4% | -38.4% | +52.8% | +20.3% |
| 6M | +0.2% | -7.2% | +7.4% | -7.6% |
| YTD | -20.3% | +72.0% | -92.3% | -37.6% |
| 1Y | -16.1% | +263.3% | -279.4% | -47.2% |
| 3Y | -14.7% | +173.3% | -188.0% | -47.1% |
| 5Y | -43.2% | +47.3% | -90.5% | -63.0% |
| All | -34.1% | +129.3% | -163.4% | -56.3% |
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