+19.5%
VNQ vs PCOR
-33.1%
+52.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +0.4% |
| 7D | -0.4% | -6.9% | +6.5% | +0.7% |
| 30D | -2.5% | -1.5% | -1.0% | -2.5% |
| 3M | +1.4% | +18.5% | -17.1% | -1.7% |
| 6M | +4.6% | -4.7% | +9.2% | +4.0% |
| YTD | +10.5% | -22.8% | +33.3% | +13.5% |
| 1Y | +8.4% | -20.7% | +29.1% | +10.3% |
| 3Y | +32.4% | -14.6% | +47.0% | +29.0% |
| 5Y | +5.5% | -40.7% | +46.2% | +0.1% |
| All | +19.5% | -33.1% | +52.6% | +13.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling