+77.7%
VUG vs PCOR
+43.8%
+34.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -3.4% | +22.7% | -26.1% | -7.4% |
| 30D | -11.1% | +37.5% | -48.6% | -16.8% |
| 3M | -7.2% | +35.2% | -42.4% | -13.2% |
| 6M | -4.1% | +42.2% | -46.4% | -11.6% |
| YTD | +1.4% | +3.6% | -2.2% | +0.1% |
| 1Y | +1.9% | -4.8% | +6.7% | +2.9% |
| 3Y | +77.7% | +48.3% | +29.4% | +58.3% |
| All | +77.7% | +43.8% | +34.0% | +58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling