-49.4%
VG vs PCOR
-4.3%
-45.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +19.7% | -27.4% | -11.7% |
| 7D | -16.4% | +21.8% | -38.2% | -20.5% |
| 30D | -10.8% | +39.5% | -50.3% | -18.3% |
| 3M | -6.3% | +35.2% | -41.5% | -14.3% |
| 6M | -12.5% | +21.7% | -34.2% | -16.4% |
| YTD | +76.9% | +3.9% | +73.0% | +82.5% |
| 1Y | +51.8% | +6.9% | +44.8% | +52.1% |
| All | -49.4% | -4.3% | -45.1% | -45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling