+8.4%
VSH vs PCOR
-10.3%
+18.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +5.8% |
| 7D | -12.9% | +22.7% | -35.7% | -17.6% |
| 30D | -36.9% | +37.5% | -74.3% | -42.0% |
| 3M | -28.8% | +35.2% | -64.0% | -35.0% |
| 6M | -30.3% | +42.2% | -72.5% | -38.1% |
| YTD | +62.4% | +3.6% | +58.8% | +55.7% |
| 1Y | +62.5% | -4.8% | +67.3% | +60.6% |
| 3Y | +7.4% | +48.3% | -41.0% | -7.0% |
| 5Y | +25.4% | -20.1% | +45.5% | +12.4% |
| All | +8.4% | -10.3% | +18.7% | -1.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling