-13.1%
PCOR vs VIG
+79.8%
-92.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.9% | -2.5% |
| 7D | +22.2% | +0.4% | +21.8% | +21.6% |
| 30D | +36.0% | +4.3% | +31.8% | +27.2% |
| 3M | +34.0% | +2.0% | +32.0% | +29.9% |
| 6M | +43.5% | +10.2% | +33.3% | +22.6% |
| YTD | +5.1% | +14.8% | -9.7% | -16.7% |
| 1Y | -3.9% | +17.5% | -21.4% | -26.9% |
| 3Y | +52.9% | +67.4% | -14.5% | -33.9% |
| 5Y | -18.7% | +63.4% | -82.0% | -62.7% |
| All | -13.1% | +79.8% | -92.9% | -62.8% |
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