+54.0%
VEA vs PCOR
-11.9%
+65.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +2.3% | +3.0% | -0.8% | +1.9% |
| 30D | +0.2% | +38.7% | -38.5% | -4.4% |
| 3M | -5.3% | +24.9% | -30.2% | -8.6% |
| 6M | -0.9% | +68.8% | -69.7% | -8.7% |
| YTD | +12.2% | +6.7% | +5.5% | +9.9% |
| 1Y | +16.1% | +3.0% | +13.1% | +14.3% |
| 3Y | +73.0% | +48.6% | +24.4% | +55.8% |
| All | +54.0% | -11.9% | +65.9% | +41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling