-34.1%
PCOR vs VTEB
+3.1%
-37.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | -9.0% | -0.8% | -8.2% | -8.1% |
| 30D | +4.2% | -1.3% | +5.5% | +6.0% |
| 3M | +14.4% | -2.1% | +16.6% | +17.6% |
| 6M | +0.2% | -1.7% | +1.9% | +2.5% |
| YTD | -20.3% | -0.6% | -19.7% | -19.4% |
| 1Y | -16.1% | +3.1% | -19.2% | -18.5% |
| 3Y | -14.7% | +9.2% | -23.9% | -23.9% |
| 5Y | -43.2% | +2.2% | -45.3% | -49.5% |
| All | -34.1% | +3.1% | -37.2% | -38.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling