+66.1%
VT vs PCOR
-10.0%
+76.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -4.2% | +23.7% | -27.9% | -7.7% |
| 30D | -5.8% | +39.0% | -44.8% | -11.1% |
| 3M | -5.2% | +35.8% | -41.0% | -10.5% |
| 6M | +0.1% | +38.2% | -38.1% | -6.3% |
| YTD | +8.2% | +3.9% | +4.3% | +5.8% |
| 1Y | +10.1% | +5.7% | +4.4% | +7.0% |
| 3Y | +69.7% | +44.8% | +24.9% | +51.1% |
| 5Y | +53.4% | -19.8% | +73.2% | +39.4% |
| All | +66.1% | -10.0% | +76.1% | +51.1% |
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