+24.2%
VMC vs PCOR
-14.4%
+38.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.3% | +5.2% | +1.5% |
| 7D | -4.3% | -9.0% | +4.6% | -3.0% |
| 30D | -8.2% | +4.2% | -12.4% | -8.9% |
| 3M | -7.0% | +14.4% | -21.5% | -9.3% |
| 6M | -10.8% | +0.2% | -10.9% | -11.8% |
| YTD | -7.4% | -20.3% | +12.9% | -4.6% |
| 1Y | -9.5% | -16.1% | +6.6% | -8.2% |
| All | +24.2% | -14.4% | +38.6% | +24.8% |
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