+59.9%
VMC vs PCOR
-10.3%
+70.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +0.5% | +22.7% | -22.2% | -3.5% |
| 30D | +15.8% | +37.5% | -21.7% | +8.8% |
| 3M | +0.6% | +35.2% | -34.6% | -5.5% |
| 6M | -4.0% | +42.2% | -46.3% | -11.3% |
| YTD | -0.3% | +3.6% | -3.9% | -2.9% |
| 1Y | -0.5% | -4.8% | +4.2% | -1.4% |
| 3Y | +39.6% | +48.3% | -8.8% | +21.4% |
| 5Y | +50.1% | -20.1% | +70.1% | +33.7% |
| All | +59.9% | -10.3% | +70.2% | +42.9% |
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