-11.8%
PCOR vs VYM
+67.6%
-79.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -3.7% |
| 7D | -9.0% | 0.0% | -8.9% | -8.9% |
| 30D | +4.2% | -0.5% | +4.7% | +5.0% |
| 3M | +14.4% | +3.0% | +11.4% | +9.5% |
| 6M | +0.2% | +8.2% | -8.0% | -11.6% |
| YTD | -20.3% | +15.8% | -36.1% | -37.3% |
| 1Y | -16.1% | +20.8% | -37.0% | -38.5% |
| All | -11.8% | +67.6% | -79.3% | -52.6% |
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