+905.2%
VRT vs PCOR
-43.0%
+948.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.3% | +8.6% | +6.0% |
| 7D | +9.1% | -9.0% | +18.1% | +12.9% |
| 30D | +0.9% | +4.2% | -3.2% | -1.4% |
| 3M | -13.4% | +14.4% | -27.8% | -19.8% |
| 6M | +11.7% | +0.2% | +11.5% | +5.7% |
| YTD | +73.2% | -20.3% | +93.5% | +79.3% |
| 1Y | +123.4% | -16.1% | +139.6% | +121.2% |
| 3Y | +606.2% | -14.7% | +620.9% | +560.3% |
| All | +905.2% | -43.0% | +948.3% | +838.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling