-11.8%
PCOR vs VIG
+81.6%
-93.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +3.0% | +3.5% | -0.4% | -2.7% |
| 30D | +38.7% | +4.9% | +33.7% | +28.3% |
| 3M | +24.9% | +2.5% | +22.3% | +20.1% |
| 6M | +68.8% | +11.0% | +57.8% | +42.5% |
| YTD | +6.7% | +16.0% | -9.3% | -16.9% |
| 1Y | +3.0% | +17.5% | -14.6% | -21.6% |
| 3Y | +48.6% | +67.0% | -18.4% | -35.6% |
| 5Y | -12.7% | +64.8% | -77.5% | -60.5% |
| All | -11.8% | +81.6% | -93.4% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling