+86.0%
VTI vs PCOR
-9.0%
+95.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +2.2% |
| 7D | +0.2% | +22.2% | -22.0% | -3.8% |
| 30D | -2.9% | +36.0% | -38.9% | -8.7% |
| 3M | -2.6% | +34.0% | -36.6% | -8.6% |
| 6M | +2.8% | +43.5% | -40.7% | -5.5% |
| YTD | +11.6% | +5.1% | +6.5% | +8.3% |
| 1Y | +13.6% | -3.9% | +17.6% | +12.5% |
| 3Y | +79.9% | +52.9% | +26.9% | +56.1% |
| 5Y | +64.3% | -18.7% | +82.9% | +47.5% |
| All | +86.0% | -9.0% | +95.0% | +66.9% |
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