-13.1%
PCOR vs VO
+55.8%
-68.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.7% | -1.2% | -3.0% |
| 7D | +22.2% | -0.1% | +22.3% | +22.3% |
| 30D | +36.0% | +0.5% | +35.5% | +34.7% |
| 3M | +34.0% | -1.0% | +35.0% | +36.1% |
| 6M | +43.5% | +6.4% | +37.1% | +28.8% |
| YTD | +5.1% | +13.6% | -8.5% | -16.1% |
| 1Y | -3.9% | +14.5% | -18.4% | -24.3% |
| 3Y | +52.9% | +67.2% | -14.3% | -34.3% |
| 5Y | -18.7% | +36.1% | -54.7% | -47.7% |
| All | -13.1% | +55.8% | -68.9% | -48.0% |
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