-71.3%
VFC vs PCOR
-10.3%
-61.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +11.2% | +22.7% | -11.5% | +4.2% |
| 30D | +41.5% | +37.5% | +4.1% | +28.1% |
| 3M | +38.9% | +35.2% | +3.7% | +25.5% |
| 6M | +6.1% | +42.2% | -36.1% | -6.9% |
| YTD | +14.5% | +3.6% | +11.0% | +9.5% |
| 1Y | +46.0% | -4.8% | +50.7% | +43.6% |
| 3Y | +36.4% | +48.3% | -12.0% | +17.4% |
| 5Y | -67.5% | -20.1% | -47.5% | -71.8% |
| All | -71.3% | -10.3% | -61.0% | -74.6% |
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