-39.3%
VG vs PCOR
-26.6%
-12.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.8% | +0.8% |
| 7D | +1.7% | -9.0% | +10.7% | +4.4% |
| 30D | +16.0% | +4.2% | +11.8% | +13.9% |
| 3M | +9.7% | +14.4% | -4.7% | +4.3% |
| 6M | +29.6% | +0.2% | +29.4% | +28.2% |
| YTD | +112.0% | -20.3% | +132.3% | +135.2% |
| 1Y | +12.8% | -16.1% | +28.9% | +20.8% |
| All | -39.3% | -26.6% | -12.8% | -30.2% |
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 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