-13.1%
PCOR vs VYM
+80.1%
-93.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.3% | -0.8% | -1.7% |
| 7D | +22.2% | -0.7% | +22.9% | +23.4% |
| 30D | +36.0% | +2.5% | +33.5% | +31.4% |
| 3M | +34.0% | -1.2% | +35.2% | +36.3% |
| 6M | +43.5% | +5.9% | +37.6% | +32.1% |
| YTD | +5.1% | +15.4% | -10.3% | -15.6% |
| 1Y | -3.9% | +18.8% | -22.8% | -26.2% |
| 3Y | +52.9% | +73.8% | -20.9% | -28.6% |
| 5Y | -18.7% | +70.5% | -89.1% | -60.1% |
| All | -13.1% | +80.1% | -93.2% | -60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling