+150.5%
VRTX vs PCOR
-10.0%
+160.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +0.5% | +23.7% | -23.2% | -1.8% |
| 30D | +8.0% | +39.0% | -31.0% | +4.4% |
| 3M | +11.9% | +35.8% | -23.9% | +8.3% |
| 6M | +27.8% | +38.2% | -10.4% | +23.1% |
| YTD | +19.7% | +3.9% | +15.7% | +17.8% |
| 1Y | +30.1% | +5.7% | +24.4% | +27.7% |
| 3Y | +44.2% | +44.8% | -0.6% | +35.2% |
| 5Y | +181.3% | -19.8% | +201.1% | +163.0% |
| All | +150.5% | -10.0% | +160.5% | +128.0% |
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