-17.3%
PCOR vs VIG
+64.1%
-81.4%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.5% | -0.7% |
| 7D | +20.7% | +1.0% | +19.7% | +19.0% |
| 30D | +35.7% | +4.5% | +31.1% | +26.2% |
| 3M | +31.1% | +2.1% | +29.0% | +26.9% |
| 6M | +43.1% | +10.5% | +32.7% | +21.5% |
| YTD | +4.8% | +15.1% | -10.2% | -17.6% |
| 1Y | -3.7% | +16.9% | -20.6% | -26.3% |
| 3Y | +46.5% | +65.6% | -19.0% | -36.6% |
| 5Y | -17.3% | +64.4% | -81.7% | -62.3% |
| All | -17.3% | +64.1% | -81.4% | -62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling