+19.6%
VNQ vs PCOR
-30.9%
+50.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | 0.0% |
| 7D | -1.3% | -9.0% | +7.7% | +0.1% |
| 30D | -2.9% | +4.2% | -7.1% | -3.7% |
| 3M | +0.8% | +14.4% | -13.6% | -1.8% |
| 6M | +2.5% | +0.2% | +2.3% | +1.2% |
| YTD | +10.6% | -20.3% | +30.9% | +13.0% |
| 1Y | +9.1% | -16.1% | +25.2% | +10.0% |
| 3Y | +31.0% | -14.7% | +45.8% | +27.8% |
| 5Y | +4.9% | -43.2% | +48.1% | -0.6% |
| All | +19.6% | -30.9% | +50.5% | +12.8% |
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 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