+708.6%
VST vs PCOR
-10.0%
+718.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +19.7% | -33.5% | -16.8% |
| 7D | -15.7% | +21.8% | -37.6% | -18.9% |
| 30D | -17.0% | +39.5% | -56.5% | -22.0% |
| 3M | -15.9% | +35.2% | -51.1% | -21.0% |
| 6M | -25.0% | +21.7% | -46.7% | -28.6% |
| YTD | -25.1% | +3.9% | -29.0% | -26.9% |
| 1Y | -34.9% | +6.9% | -41.8% | -37.0% |
| 3Y | +252.7% | +44.8% | +207.9% | +221.9% |
| 5Y | +582.3% | -21.9% | +604.3% | +526.9% |
| All | +708.6% | -10.0% | +718.6% | +643.9% |
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 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