+725.4%
VRT vs PCOR
-9.2%
+734.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.9% | -3.0% |
| 7D | -17.7% | +20.7% | -38.4% | -23.9% |
| 30D | -20.0% | +35.7% | -55.7% | -29.2% |
| 3M | -28.1% | +31.1% | -59.1% | -36.3% |
| 6M | -42.8% | +43.1% | -86.0% | -52.2% |
| YTD | +20.0% | +4.8% | +15.1% | +10.3% |
| 1Y | +3.5% | -3.7% | +7.2% | -0.5% |
| 3Y | +366.1% | +46.5% | +319.6% | +244.4% |
| 5Y | +632.2% | -17.3% | +649.4% | +488.4% |
| All | +725.4% | -9.2% | +734.6% | +570.7% |
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