+35.6%
VTRS vs PCOR
-30.9%
+66.5%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.9% | +0.2% |
| 7D | +3.3% | -9.0% | +12.3% | +4.5% |
| 30D | -3.6% | +4.2% | -7.8% | -4.3% |
| 3M | +7.0% | +14.4% | -7.5% | +4.6% |
| 6M | +17.5% | +0.2% | +17.3% | +16.1% |
| YTD | +38.8% | -20.3% | +59.0% | +41.1% |
| 1Y | +69.2% | -16.1% | +85.3% | +70.0% |
| 3Y | +77.5% | -14.7% | +92.2% | +73.7% |
| 5Y | +39.9% | -43.2% | +83.1% | +32.4% |
| All | +35.6% | -30.9% | +66.5% | +28.9% |
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 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