+84.9%
VTV vs PCOR
-30.9%
+115.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.0% | +0.2% |
| 7D | +0.5% | -9.0% | +9.5% | +1.5% |
| 30D | +1.1% | +4.2% | -3.1% | +0.5% |
| 3M | +5.9% | +14.4% | -8.5% | +4.0% |
| 6M | +11.6% | +0.2% | +11.5% | +10.7% |
| YTD | +19.8% | -20.3% | +40.1% | +21.9% |
| 1Y | +26.2% | -16.1% | +42.4% | +27.2% |
| 3Y | +68.5% | -14.7% | +83.2% | +66.1% |
| 5Y | +79.9% | -43.2% | +123.0% | +73.3% |
| All | +84.9% | -30.9% | +115.8% | +78.9% |
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