+16.1%
PCOR vs VLTO
+56.3%
-40.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +20.7% | +1.6% | +19.1% | +19.6% |
| 30D | +35.7% | +22.0% | +13.7% | +19.5% |
| 3M | +31.1% | +21.9% | +9.2% | +15.7% |
| 6M | +43.1% | +36.5% | +6.6% | +17.5% |
| YTD | +4.8% | +19.0% | -14.1% | -6.6% |
| 1Y | -3.7% | +21.0% | -24.6% | -15.3% |
| 3Y | +46.5% | +69.9% | -23.3% | +16.9% |
| All | +16.1% | +56.3% | -40.2% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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