+48.5%
VMC vs PCOR
-30.9%
+79.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.3% | +5.2% | +1.7% |
| 7D | -4.3% | -9.0% | +4.6% | -2.7% |
| 30D | -8.2% | +4.2% | -12.4% | -9.1% |
| 3M | -7.0% | +14.4% | -21.5% | -10.0% |
| 6M | -10.8% | +0.2% | -10.9% | -12.2% |
| YTD | -7.4% | -20.3% | +12.9% | -4.9% |
| 1Y | -9.5% | -16.1% | +6.6% | -8.6% |
| 3Y | +20.5% | -14.7% | +35.2% | +17.3% |
| 5Y | +51.6% | -43.2% | +94.7% | +42.5% |
| All | +48.5% | -30.9% | +79.5% | +40.0% |
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