-38.5%
PCOR vs VYM
+79.1%
-117.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -2.9% |
| 7D | -9.0% | -1.0% | -8.0% | -7.7% |
| 30D | -7.0% | -2.0% | -4.9% | -4.2% |
| 3M | +18.3% | +3.1% | +15.3% | +13.4% |
| 6M | -7.8% | +8.9% | -16.7% | -18.9% |
| YTD | -25.6% | +14.7% | -40.3% | -39.7% |
| 1Y | -22.7% | +19.4% | -42.1% | -40.9% |
| 3Y | -17.7% | +65.4% | -83.1% | -59.0% |
| 5Y | -42.0% | +77.6% | -119.6% | -72.4% |
| All | -38.5% | +79.1% | -117.6% | -71.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling