-41.4%
PCOR vs VSAT
+51.9%
-93.3%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +5.0% | -9.3% | -4.9% |
| 7D | -9.0% | +11.8% | -20.8% | -10.3% |
| 30D | +4.2% | -7.0% | +11.2% | +4.9% |
| 3M | +14.4% | +3.3% | +11.1% | +12.1% |
| 6M | +0.2% | +57.4% | -57.3% | -9.0% |
| YTD | -20.3% | +118.6% | -138.8% | -31.8% |
| 1Y | -16.1% | +150.2% | -166.4% | -30.4% |
| 3Y | -14.7% | +160.7% | -175.4% | -35.3% |
| All | -41.4% | +51.9% | -93.3% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 5y: compounded portfolio wealth divided by compounded VSAT 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…
5y analysis · Full analysis span regression · 6 months rolling