-38.5%
PCOR vs VTEB
+2.5%
-41.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.0% |
| 7D | -9.0% | -0.7% | -8.3% | -8.2% |
| 30D | -7.0% | -2.1% | -4.9% | -4.4% |
| 3M | +18.3% | -2.7% | +21.0% | +22.5% |
| 6M | -7.8% | -2.1% | -5.7% | -5.1% |
| YTD | -25.6% | -1.1% | -24.5% | -24.2% |
| 1Y | -22.7% | +1.3% | -24.0% | -23.4% |
| 3Y | -17.7% | +9.0% | -26.7% | -26.5% |
| 5Y | -42.0% | +1.5% | -43.5% | -48.4% |
| All | -38.5% | +2.5% | -41.0% | -42.5% |
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