+99.3%
VSH vs PCOR
-2.2%
+101.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.3% | -4.7% |
| 7D | +26.2% | +2.2% | +24.0% | +26.7% |
| 30D | -12.5% | +37.4% | -49.9% | -6.4% |
| 3M | -16.9% | +33.2% | -50.1% | -10.9% |
| 6M | -17.0% | +60.6% | -77.6% | -5.7% |
| YTD | +93.8% | +6.2% | +87.6% | +142.6% |
| 1Y | +99.3% | -1.1% | +100.4% | +172.9% |
| All | +99.3% | -2.2% | +101.6% | +172.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling