+66.0%
VTRS vs PCOR
-8.1%
+74.1%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | +9.0% | +2.2% | +6.8% | +8.7% |
| 30D | +19.8% | +37.4% | -17.6% | +14.9% |
| 3M | +29.3% | +33.2% | -3.9% | +24.2% |
| 6M | +22.2% | +60.6% | -38.4% | +13.9% |
| YTD | +69.9% | +6.2% | +63.8% | +66.2% |
| 1Y | +94.4% | -1.1% | +95.5% | +92.0% |
| 3Y | +154.8% | +48.4% | +106.4% | +132.6% |
| 5Y | +80.8% | -13.1% | +93.9% | +63.9% |
| All | +66.0% | -8.1% | +74.1% | +51.8% |
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