-41.4%
PCOR vs VYM
+76.8%
-118.2%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -11.5% |
| YTD | -20.3% | +15.8% | -36.1% | -36.8% |
| 1Y | -16.1% | +20.8% | -37.0% | -37.7% |
| 3Y | -14.7% | +65.3% | -80.0% | -58.9% |
| All | -41.4% | +76.8% | -118.2% | -74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling