+31.6%
VTRS vs PCOR
-36.7%
+68.2%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.5% |
| 7D | -3.3% | -12.2% | +8.9% | -1.7% |
| 30D | +1.4% | -9.4% | +10.8% | +2.5% |
| 3M | +4.6% | +22.2% | -17.6% | +1.5% |
| 6M | +18.1% | -7.3% | +25.4% | +17.9% |
| YTD | +34.7% | -26.8% | +61.5% | +38.4% |
| 1Y | +65.6% | -22.2% | +87.9% | +67.9% |
| 3Y | +83.8% | -19.1% | +102.8% | +81.0% |
| 5Y | +46.5% | -42.4% | +88.9% | +40.1% |
| All | +31.6% | -36.7% | +68.2% | +26.4% |
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