+35.7%
VSH vs PCOR
-7.7%
+43.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.7% | +7.1% | +8.4% |
| 7D | +12.8% | +2.5% | +10.2% | +12.2% |
| 30D | -9.0% | +37.9% | -46.9% | -16.5% |
| 3M | -12.2% | +32.0% | -44.2% | -19.2% |
| 6M | -15.9% | +54.7% | -70.7% | -26.9% |
| YTD | +103.2% | +6.6% | +96.7% | +93.7% |
| 1Y | +108.4% | -1.7% | +110.1% | +104.6% |
| 3Y | +41.6% | +49.0% | -7.4% | +22.5% |
| 5Y | +54.6% | -12.5% | +67.1% | +37.0% |
| All | +35.7% | -7.7% | +43.4% | +22.1% |
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