+88.9%
VUG vs PCOR
-10.0%
+98.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.5% | -5.5% |
| 7D | -7.1% | +23.7% | -30.8% | -12.3% |
| 30D | -12.1% | +39.0% | -51.1% | -19.5% |
| 3M | -8.1% | +35.8% | -43.9% | -15.8% |
| 6M | -3.2% | +38.2% | -41.4% | -12.5% |
| YTD | +0.5% | +3.9% | -3.5% | -3.2% |
| 1Y | -0.7% | +5.7% | -6.4% | -5.1% |
| 3Y | +77.1% | +44.8% | +32.4% | +48.3% |
| 5Y | +56.2% | -19.8% | +76.0% | +36.7% |
| All | +88.9% | -10.0% | +98.9% | +64.7% |
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