+66.5%
VSH vs PCOR
-43.0%
+109.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.3% | +8.7% | +5.6% |
| 7D | +4.1% | -9.0% | +13.0% | +6.6% |
| 30D | -4.2% | +4.2% | -8.3% | -5.8% |
| 3M | -50.0% | +14.4% | -64.4% | -52.5% |
| 6M | +80.2% | +0.2% | +80.0% | +74.8% |
| YTD | +121.1% | -20.3% | +141.3% | +129.1% |
| 1Y | +112.0% | -16.1% | +128.1% | +114.9% |
| 3Y | +22.5% | -14.7% | +37.2% | +21.5% |
| All | +66.5% | -43.0% | +109.5% | +65.3% |
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