-13.3%
PCOR vs VTEB
+4.2%
-17.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.3% |
| 7D | +20.7% | +0.7% | +20.0% | +19.6% |
| 30D | +35.7% | +4.0% | +31.6% | +28.5% |
| 3M | +31.1% | -0.5% | +31.6% | +31.7% |
| 6M | +43.1% | -0.6% | +43.7% | +44.2% |
| YTD | +4.8% | +0.4% | +4.4% | +4.4% |
| 1Y | -3.7% | +0.8% | -4.5% | -4.4% |
| 3Y | +46.5% | +11.5% | +35.1% | +25.0% |
| 5Y | -17.3% | +3.4% | -20.7% | -27.4% |
| All | -13.3% | +4.2% | -17.5% | -20.7% |
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