+39.9%
VSH vs PCOR
-11.9%
+51.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.5% | -4.7% | -4.3% |
| 7D | +14.3% | +3.0% | +11.3% | +13.6% |
| 30D | -7.9% | +38.7% | -46.5% | -15.9% |
| 3M | -19.9% | +24.9% | -44.7% | -25.4% |
| 6M | -30.5% | +68.8% | -99.3% | -41.6% |
| YTD | +85.7% | +6.7% | +79.0% | +76.6% |
| 1Y | +98.9% | +3.0% | +95.9% | +92.0% |
| 3Y | +32.1% | +48.6% | -16.5% | +12.9% |
| All | +39.9% | -11.9% | +51.8% | +25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling