+346.3%
VRT vs PCOR
+44.3%
+302.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | 0.0% | -14.0% | -14.0% |
| 7D | -28.1% | +23.7% | -51.8% | -30.6% |
| 30D | -30.2% | +39.0% | -69.2% | -34.1% |
| 3M | -36.4% | +35.8% | -72.2% | -40.0% |
| 6M | -48.2% | +38.2% | -86.4% | -51.3% |
| YTD | +9.2% | +3.9% | +5.2% | +12.6% |
| 1Y | -7.2% | +5.7% | -12.9% | -5.5% |
| All | +346.3% | +44.3% | +302.0% | +286.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling