-14.1%
PCOR vs VIG
+76.2%
-90.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +5.5% |
| 7D | +23.7% | -2.0% | +25.7% | +28.1% |
| 30D | +39.0% | +2.7% | +36.3% | +33.3% |
| 3M | +35.8% | +0.3% | +35.4% | +35.4% |
| 6M | +38.2% | +7.6% | +30.6% | +22.8% |
| YTD | +3.9% | +12.5% | -8.6% | -14.8% |
| 1Y | +5.7% | +14.8% | -9.1% | -16.4% |
| 3Y | +44.8% | +63.2% | -18.4% | -34.7% |
| 5Y | -19.8% | +60.2% | -79.9% | -61.9% |
| All | -14.1% | +76.2% | -90.2% | -62.0% |
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