+57.9%
VMC vs PCOR
-7.6%
+65.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.6% |
| 7D | -1.3% | +3.0% | -4.3% | -1.8% |
| 30D | +15.5% | +38.7% | -23.2% | +8.3% |
| 3M | +0.6% | +24.9% | -24.3% | -4.0% |
| 6M | +2.1% | +68.8% | -66.7% | -8.8% |
| YTD | -1.6% | +6.7% | -8.3% | -4.7% |
| 1Y | -1.2% | +3.0% | -4.2% | -3.7% |
| 3Y | +35.3% | +48.6% | -13.3% | +17.9% |
| 5Y | +43.6% | -12.7% | +56.3% | +26.8% |
| All | +57.9% | -7.6% | +65.5% | +40.3% |
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