+24.8%
VSH vs PCOR
-9.2%
+34.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | -1.6% | +20.7% | -22.3% | -6.5% |
| 30D | -21.3% | +35.7% | -57.0% | -27.5% |
| 3M | -18.9% | +31.1% | -50.0% | -25.3% |
| 6M | -21.4% | +43.1% | -64.6% | -30.2% |
| YTD | +86.8% | +4.8% | +82.0% | +78.7% |
| 1Y | +85.8% | -3.7% | +89.4% | +83.2% |
| 3Y | +30.1% | +46.5% | -16.4% | +13.0% |
| 5Y | +42.8% | -17.3% | +60.1% | +27.4% |
| All | +24.8% | -9.2% | +34.0% | +12.7% |
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