-8.2%
VFC vs PCOR
-14.7%
+6.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.3% | +6.6% | +2.9% |
| 7D | -1.6% | -9.0% | +7.4% | -0.5% |
| 30D | -11.6% | +4.2% | -15.8% | -12.2% |
| 3M | -18.1% | +14.4% | -32.5% | -20.1% |
| 6M | -27.4% | +0.2% | -27.5% | -28.1% |
| YTD | -24.8% | -20.3% | -4.6% | -20.5% |
| 1Y | -8.2% | -16.1% | +7.9% | -5.2% |
| All | -8.2% | -14.7% | +6.5% | -5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling