-14.1%
PCOR vs VT
+67.5%
-81.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +6.5% |
| 7D | +23.7% | -4.2% | +27.9% | +32.4% |
| 30D | +39.0% | -5.8% | +44.8% | +52.8% |
| 3M | +35.8% | -5.2% | +41.0% | +47.7% |
| 6M | +38.2% | +0.1% | +38.1% | +35.7% |
| YTD | +3.9% | +8.2% | -4.3% | -12.0% |
| 1Y | +5.7% | +10.1% | -4.4% | -13.4% |
| 3Y | +44.8% | +69.7% | -24.9% | -43.2% |
| 5Y | -19.8% | +53.4% | -73.2% | -60.0% |
| All | -14.1% | +67.5% | -81.5% | -58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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