+40.6%
VRTX vs PCOR
+44.3%
-3.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +0.5% | +23.7% | -23.2% | -1.9% |
| 30D | +8.0% | +39.0% | -31.0% | +4.2% |
| 3M | +11.9% | +35.8% | -23.9% | +8.1% |
| 6M | +27.8% | +38.2% | -10.4% | +22.8% |
| YTD | +19.7% | +3.9% | +15.7% | +17.8% |
| 1Y | +30.1% | +5.7% | +24.4% | +27.7% |
| All | +40.6% | +44.3% | -3.7% | +30.4% |
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