-15.1%
NVO vs PCOR
-2.2%
-12.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +0.9% | +2.2% | -1.3% | +0.5% |
| 30D | +6.8% | +37.4% | -30.6% | +0.2% |
| 3M | -11.3% | +33.2% | -44.5% | -16.4% |
| 6M | -12.4% | +60.6% | -73.0% | -21.0% |
| YTD | -16.1% | +6.2% | -22.3% | -19.0% |
| 1Y | -15.1% | -1.1% | -14.0% | -17.8% |
| All | -15.1% | -2.2% | -12.9% | -17.8% |
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