-14.4%
PCOR vs VO
+51.6%
-66.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.2% | -0.1% |
| 7D | +22.7% | -2.6% | +25.3% | +28.0% |
| 30D | +37.5% | -0.9% | +38.4% | +39.5% |
| 3M | +35.2% | -3.0% | +38.2% | +42.0% |
| 6M | +42.2% | +2.2% | +40.0% | +36.5% |
| YTD | +3.6% | +10.6% | -7.0% | -13.5% |
| 1Y | -4.8% | +12.5% | -17.3% | -22.8% |
| 3Y | +48.3% | +61.4% | -13.0% | -32.3% |
| 5Y | -20.1% | +33.4% | -53.5% | -46.8% |
| All | -14.4% | +51.6% | -66.0% | -46.4% |
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