-14.1%
PCOR vs VSAT
+28.1%
-42.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -11.1% | +11.1% | +1.2% |
| 7D | +23.7% | -23.9% | +47.6% | +27.1% |
| 30D | +39.0% | -20.2% | +59.2% | +41.5% |
| 3M | +35.8% | -26.7% | +62.5% | +39.1% |
| 6M | +38.2% | -9.4% | +47.7% | +35.1% |
| YTD | +3.9% | +72.3% | -68.4% | -9.0% |
| 1Y | +5.7% | +56.6% | -50.9% | -6.7% |
| 3Y | +44.8% | +199.9% | -155.1% | +4.3% |
| 5Y | -19.8% | -11.4% | -8.4% | -37.2% |
| All | -14.1% | +28.1% | -42.1% | -31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling