+38.2%
VMC vs PCOR
+41.1%
-2.9%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +0.5% | +22.7% | -22.2% | -2.7% |
| 30D | +15.8% | +37.5% | -21.7% | +10.2% |
| 3M | +0.6% | +35.2% | -34.6% | -4.4% |
| 6M | -4.0% | +42.2% | -46.3% | -9.9% |
| YTD | -0.3% | +3.6% | -3.9% | -1.3% |
| 1Y | -0.5% | -4.8% | +4.2% | +0.4% |
| All | +38.2% | +41.1% | -2.9% | +21.8% |
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