+63.7%
VMC vs PCOR
-9.0%
+72.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +2.1% |
| 7D | +0.1% | +22.2% | -22.1% | -3.8% |
| 30D | +18.3% | +36.0% | -17.7% | +11.5% |
| 3M | +1.9% | +34.0% | -32.1% | -4.2% |
| 6M | +2.4% | +43.5% | -41.1% | -5.5% |
| YTD | +2.1% | +5.1% | -3.1% | -0.9% |
| 1Y | +1.5% | -3.9% | +5.4% | +0.5% |
| 3Y | +41.5% | +52.9% | -11.5% | +22.4% |
| 5Y | +46.4% | -18.7% | +65.0% | +30.0% |
| All | +63.7% | -9.0% | +72.7% | +45.9% |
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