+26.3%
VWO vs PCOR
-9.2%
+35.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.2% |
| 7D | +2.1% | +20.7% | -18.6% | -0.6% |
| 30D | -5.5% | +35.7% | -41.1% | -9.4% |
| 3M | -6.2% | +31.1% | -37.2% | -9.9% |
| 6M | -6.4% | +43.1% | -49.5% | -11.5% |
| YTD | +5.4% | +4.8% | +0.6% | +3.4% |
| 1Y | +4.5% | -3.7% | +8.2% | +3.9% |
| 3Y | +56.1% | +46.5% | +9.6% | +41.9% |
| 5Y | +28.1% | -17.3% | +45.4% | +17.4% |
| All | +26.3% | -9.2% | +35.5% | +15.9% |
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