+677.1%
VRT vs PCOR
-10.3%
+687.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.8% | +3.6% |
| 7D | -21.4% | +22.7% | -44.1% | -27.8% |
| 30D | -25.8% | +37.5% | -63.3% | -34.8% |
| 3M | -33.5% | +35.2% | -68.7% | -41.9% |
| 6M | -49.0% | +42.2% | -91.3% | -57.4% |
| YTD | +12.9% | +3.6% | +9.4% | +4.2% |
| 1Y | 0.0% | -4.8% | +4.8% | -3.6% |
| 3Y | +361.8% | +48.3% | +313.5% | +237.6% |
| 5Y | +565.1% | -20.1% | +585.2% | +437.7% |
| All | +677.1% | -10.3% | +687.4% | +533.7% |
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