+76.5%
VUG vs PCOR
-43.0%
+119.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | +0.6% |
| 7D | -0.1% | -9.0% | +8.9% | +2.4% |
| 30D | -0.3% | +4.2% | -4.5% | -1.7% |
| 3M | -0.7% | +14.4% | -15.1% | -5.0% |
| 6M | +14.6% | +0.2% | +14.5% | +12.2% |
| YTD | +9.0% | -20.3% | +29.3% | +13.3% |
| 1Y | +14.9% | -16.1% | +31.0% | +16.7% |
| 3Y | +86.0% | -14.7% | +100.8% | +79.6% |
| All | +76.5% | -43.0% | +119.5% | +71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling