+59.1%
VEA vs PCOR
-9.0%
+68.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +2.7% |
| 7D | +0.4% | +22.2% | -21.8% | -2.4% |
| 30D | -0.7% | +36.0% | -36.7% | -4.8% |
| 3M | -3.9% | +34.0% | -37.9% | -7.9% |
| 6M | -0.6% | +43.5% | -44.1% | -6.0% |
| YTD | +12.9% | +5.1% | +7.8% | +10.8% |
| 1Y | +18.4% | -3.9% | +22.3% | +17.8% |
| 3Y | +75.3% | +52.9% | +22.3% | +58.2% |
| 5Y | +54.3% | -18.7% | +73.0% | +42.6% |
| All | +59.1% | -9.0% | +68.0% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling