+152.7%
VGT vs PCOR
-9.0%
+161.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.5% | +1.7% | +2.8% |
| 7D | -1.6% | +22.2% | -23.8% | -7.3% |
| 30D | -12.5% | +36.0% | -48.5% | -20.0% |
| 3M | -7.7% | +34.0% | -41.7% | -15.8% |
| 6M | -0.2% | +43.5% | -43.7% | -11.6% |
| YTD | +19.3% | +5.1% | +14.1% | +14.1% |
| 1Y | +18.2% | -3.9% | +22.1% | +16.4% |
| 3Y | +109.6% | +52.9% | +56.7% | +71.5% |
| 5Y | +105.5% | -18.7% | +124.2% | +79.7% |
| All | +152.7% | -9.0% | +161.7% | +120.3% |
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