-16.1%
PCOR vs VYM
+21.4%
-37.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.0% |
| 7D | -9.0% | 0.0% | -8.9% | -8.9% |
| 30D | +4.2% | -0.5% | +4.7% | +4.6% |
| 3M | +14.4% | +3.0% | +11.4% | +12.5% |
| 6M | +0.2% | +8.2% | -8.0% | -4.9% |
| YTD | -20.3% | +15.8% | -36.1% | -30.8% |
| 1Y | -16.1% | +20.8% | -37.0% | -32.7% |
| All | -16.1% | +21.4% | -37.6% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1y: compounded portfolio wealth divided by compounded VYM 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…
1y analysis · Full analysis span regression · 6 months rolling