-12.2%
PCOR vs VTEB
+3.5%
-15.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | +0.8% |
| 7D | +2.2% | -0.7% | +2.9% | +3.3% |
| 30D | +37.4% | +2.7% | +34.7% | +32.6% |
| 3M | +33.2% | -1.2% | +34.4% | +35.2% |
| 6M | +60.6% | -1.0% | +61.6% | +62.7% |
| YTD | +6.2% | -0.2% | +6.3% | +6.7% |
| 1Y | -1.1% | +0.1% | -1.1% | -0.9% |
| 3Y | +48.4% | +10.8% | +37.6% | +27.7% |
| 5Y | -13.1% | +2.9% | -16.0% | -22.9% |
| All | -12.2% | +3.5% | -15.8% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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