+40.9%
VMC vs PCOR
+44.3%
-3.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | +1.9% | +23.7% | -21.8% | -1.5% |
| 30D | +14.7% | +39.0% | -24.3% | +9.0% |
| 3M | -0.3% | +35.8% | -36.0% | -5.1% |
| 6M | -1.7% | +38.2% | -39.9% | -7.2% |
| YTD | +0.7% | +3.9% | -3.3% | -0.4% |
| 1Y | +0.9% | +5.7% | -4.8% | -0.7% |
| All | +40.9% | +44.3% | -3.4% | +27.2% |
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 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