-34.1%
PCOR vs VYM
+80.8%
-114.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.7% |
| 6M | +0.2% | +8.2% | -8.0% | -11.1% |
| YTD | -20.3% | +15.8% | -36.1% | -36.2% |
| 1Y | -16.1% | +20.8% | -37.0% | -37.0% |
| 3Y | -14.7% | +65.3% | -80.0% | -57.5% |
| 5Y | -43.2% | +76.6% | -119.7% | -73.2% |
| All | -34.1% | +80.8% | -114.9% | -70.2% |
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