+82.9%
VTV vs PCOR
-10.3%
+93.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | -2.2% | +22.7% | -24.9% | -4.5% |
| 30D | +2.2% | +37.5% | -35.3% | -1.4% |
| 3M | +0.3% | +35.2% | -34.9% | -3.3% |
| 6M | +8.3% | +42.2% | -34.0% | +3.4% |
| YTD | +18.5% | +3.6% | +15.0% | +16.9% |
| 1Y | +23.0% | -4.8% | +27.8% | +22.6% |
| 3Y | +72.6% | +48.3% | +24.3% | +60.1% |
| 5Y | +73.3% | -20.1% | +93.3% | +62.0% |
| All | +82.9% | -10.3% | +93.2% | +71.6% |
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