-99.2%
NVD vs PCOR
-7.9%
-91.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.3% | +2.9% | -3.5% |
| 7D | -11.1% | -9.0% | -2.2% | -15.1% |
| 30D | -13.3% | +4.2% | -17.4% | -10.9% |
| 3M | -19.8% | +14.4% | -34.2% | -15.1% |
| 6M | -48.8% | +0.2% | -49.0% | -49.0% |
| YTD | -49.7% | -20.3% | -29.4% | -57.8% |
| 1Y | -61.4% | -16.1% | -45.2% | -66.2% |
| 3Y | -99.1% | -14.7% | -84.4% | -99.0% |
| All | -99.2% | -7.9% | -91.3% | -99.1% |
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 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