+105.0%
VUG vs PCOR
-30.9%
+135.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | +0.6% |
| 7D | -0.1% | -9.0% | +8.9% | +2.3% |
| 30D | -0.3% | +4.2% | -4.5% | -1.6% |
| 3M | -0.7% | +14.4% | -15.1% | -4.8% |
| 6M | +14.6% | +0.2% | +14.5% | +12.3% |
| YTD | +9.0% | -20.3% | +29.3% | +13.1% |
| 1Y | +14.9% | -16.1% | +31.0% | +16.6% |
| 3Y | +86.0% | -14.7% | +100.8% | +80.1% |
| 5Y | +76.7% | -43.2% | +119.9% | +66.7% |
| All | +105.0% | -30.9% | +135.9% | +92.5% |
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