+61.5%
VMC vs PCOR
-10.0%
+71.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | +1.9% | +23.7% | -21.8% | -2.3% |
| 30D | +14.7% | +39.0% | -24.3% | +7.6% |
| 3M | -0.3% | +35.8% | -36.0% | -6.4% |
| 6M | -1.7% | +38.2% | -39.9% | -8.7% |
| YTD | +0.7% | +3.9% | -3.3% | -2.0% |
| 1Y | +0.9% | +5.7% | -4.8% | -2.4% |
| 3Y | +40.5% | +44.8% | -4.3% | +22.8% |
| 5Y | +51.5% | -19.8% | +71.3% | +34.9% |
| All | +61.5% | -10.0% | +71.5% | +44.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling