+77.0%
VT vs PCOR
-30.9%
+108.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.2% | +0.7% |
| 7D | +0.4% | -9.0% | +9.4% | +2.0% |
| 30D | +1.0% | +4.2% | -3.2% | +0.1% |
| 3M | +2.4% | +14.4% | -12.0% | -0.5% |
| 6M | +12.0% | +0.2% | +11.8% | +10.5% |
| YTD | +15.3% | -20.3% | +35.6% | +18.3% |
| 1Y | +22.6% | -16.1% | +38.7% | +23.9% |
| 3Y | +74.7% | -14.7% | +89.4% | +70.8% |
| 5Y | +66.1% | -43.2% | +109.3% | +58.6% |
| All | +77.0% | -30.9% | +108.0% | +69.0% |
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