-34.1%
PCOR vs VIG
+73.9%
-107.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -3.5% |
| 7D | -9.0% | -0.4% | -8.5% | -8.3% |
| 30D | +4.2% | -1.0% | +5.1% | +5.9% |
| 3M | +14.4% | +2.8% | +11.7% | +9.6% |
| 6M | +0.2% | +8.2% | -8.0% | -12.6% |
| YTD | -20.3% | +11.0% | -31.3% | -33.4% |
| 1Y | -16.1% | +16.1% | -32.3% | -35.1% |
| 3Y | -14.7% | +56.2% | -70.9% | -58.8% |
| 5Y | -43.2% | +63.0% | -106.1% | -74.0% |
| All | -34.1% | +73.9% | -107.9% | -70.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling