-11.8%
PCOR vs VO
+56.3%
-68.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +3.0% | +3.1% | -0.1% | -2.1% |
| 30D | +38.7% | +2.2% | +36.5% | +33.6% |
| 3M | +24.9% | -2.5% | +27.3% | +29.9% |
| 6M | +68.8% | +7.0% | +61.8% | +50.3% |
| YTD | +6.7% | +14.0% | -7.3% | -15.3% |
| 1Y | +3.0% | +15.6% | -12.6% | -20.2% |
| 3Y | +48.6% | +66.2% | -17.6% | -35.5% |
| 5Y | -12.7% | +36.6% | -49.3% | -44.2% |
| All | -11.8% | +56.3% | -68.1% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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