+52.9%
PCOR vs VYM
+71.9%
-18.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.3% | -0.8% | -2.0% |
| 7D | +22.2% | -0.7% | +22.9% | +23.5% |
| 30D | +36.0% | +2.5% | +33.5% | +31.0% |
| 3M | +34.0% | -1.2% | +35.2% | +36.5% |
| 6M | +43.5% | +5.9% | +37.6% | +30.9% |
| YTD | +5.1% | +15.4% | -10.3% | -18.3% |
| 1Y | -3.9% | +18.8% | -22.8% | -29.4% |
| 3Y | +52.9% | +73.8% | -20.9% | -47.3% |
| All | +52.9% | +71.9% | -18.9% | -47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling