+23.7%
VWO vs PCOR
-10.3%
+34.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | -0.4% | +22.7% | -23.1% | -3.2% |
| 30D | -7.6% | +37.5% | -45.1% | -11.6% |
| 3M | -7.6% | +35.2% | -42.8% | -11.6% |
| 6M | -8.7% | +42.2% | -50.9% | -13.6% |
| YTD | +3.2% | +3.6% | -0.4% | +1.4% |
| 1Y | +3.6% | -4.8% | +8.3% | +3.1% |
| 3Y | +51.8% | +48.3% | +3.5% | +37.6% |
| 5Y | +26.0% | -20.1% | +46.1% | +15.8% |
| All | +23.7% | -10.3% | +34.0% | +13.6% |
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