-98.5%
NVD vs PCOR
+23.2%
-121.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.5% | +3.4% | +4.1% |
| 7D | +28.6% | +3.0% | +25.6% | +30.3% |
| 30D | +73.6% | +38.7% | +34.9% | +100.2% |
| 3M | +70.1% | +24.9% | +45.2% | +87.6% |
| 6M | +53.6% | +68.8% | -15.2% | +97.6% |
| YTD | -7.0% | +6.7% | -13.7% | -11.6% |
| 1Y | -9.0% | +3.0% | -12.0% | -15.6% |
| 3Y | -98.3% | +48.6% | -147.0% | -97.6% |
| All | -98.5% | +23.2% | -121.8% | -98.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling