+651.0%
VRT vs PCOR
-10.0%
+661.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | 0.0% | -14.0% | -14.0% |
| 7D | -28.1% | +23.7% | -51.8% | -34.2% |
| 30D | -30.2% | +39.0% | -69.2% | -38.8% |
| 3M | -36.4% | +35.8% | -72.2% | -44.5% |
| 6M | -48.2% | +38.2% | -86.4% | -56.1% |
| YTD | +9.2% | +3.9% | +5.2% | +0.6% |
| 1Y | -7.2% | +5.7% | -12.9% | -15.6% |
| 3Y | +338.7% | +44.8% | +293.9% | +225.0% |
| 5Y | +542.8% | -19.8% | +562.6% | +419.1% |
| All | +651.0% | -10.0% | +661.0% | +511.8% |
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