-8.2%
NVO vs PCOR
+4.0%
-12.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +19.7% | -14.7% | +1.6% |
| 7D | +10.2% | +21.8% | -11.7% | +6.3% |
| 30D | +12.4% | +39.5% | -27.2% | +6.1% |
| 3M | -3.5% | +35.2% | -38.8% | -8.6% |
| 6M | -3.8% | +21.7% | -25.5% | -6.5% |
| YTD | -13.0% | +3.9% | -16.9% | -19.7% |
| 1Y | -8.2% | +6.9% | -15.2% | -14.6% |
| All | -8.2% | +4.0% | -12.3% | -14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling