+2.5%
VSH vs PCOR
-10.0%
+12.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.8% | 0.0% | -14.8% | -14.8% |
| 7D | -25.2% | +23.7% | -48.9% | -29.4% |
| 30D | -41.8% | +39.0% | -80.8% | -46.7% |
| 3M | -33.4% | +35.8% | -69.2% | -39.3% |
| 6M | -31.0% | +38.2% | -69.3% | -38.2% |
| YTD | +53.6% | +3.9% | +49.6% | +47.1% |
| 1Y | +46.3% | +5.7% | +40.6% | +38.9% |
| 3Y | -1.0% | +44.8% | -45.7% | -13.8% |
| 5Y | +18.6% | -19.8% | +38.4% | +6.2% |
| All | +2.5% | -10.0% | +12.5% | -7.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling