+95.4%
VUG vs PCOR
-7.6%
+103.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | +2.5% | +3.0% | -0.5% | +1.8% |
| 30D | -6.3% | +38.7% | -45.0% | -14.1% |
| 3M | -6.0% | +24.9% | -30.9% | -11.9% |
| 6M | -3.5% | +68.8% | -72.3% | -17.1% |
| YTD | +3.9% | +6.7% | -2.8% | -0.5% |
| 1Y | +5.1% | +3.0% | +2.1% | +1.6% |
| 3Y | +77.9% | +48.6% | +29.3% | +48.1% |
| 5Y | +62.4% | -12.7% | +75.1% | +40.4% |
| All | +95.4% | -7.6% | +103.0% | +69.3% |
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