+45.9%
VXUS vs PCOR
-10.3%
+56.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -1.8% | +22.7% | -24.5% | -4.5% |
| 30D | -4.6% | +37.5% | -42.0% | -8.6% |
| 3M | -6.1% | +35.2% | -41.3% | -10.2% |
| 6M | -4.9% | +42.2% | -47.1% | -10.0% |
| YTD | +8.1% | +3.6% | +4.5% | +6.2% |
| 1Y | +12.1% | -4.8% | +16.8% | +11.6% |
| 3Y | +63.9% | +48.3% | +15.5% | +48.6% |
| 5Y | +43.1% | -20.1% | +63.2% | +32.3% |
| All | +45.9% | -10.3% | +56.2% | +35.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling