-48.0%
NVO vs PCOR
-12.2%
-35.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.3% | +2.3% | -1.3% |
| 7D | +2.2% | -9.0% | +11.1% | +3.6% |
| 30D | +6.0% | +4.2% | +1.8% | +5.2% |
| 3M | +7.9% | +14.4% | -6.5% | +5.1% |
| 6M | +27.1% | +0.2% | +26.9% | +25.7% |
| YTD | -3.8% | -20.3% | +16.4% | -2.0% |
| 1Y | -12.8% | -16.1% | +3.3% | -12.2% |
| All | -48.0% | -12.2% | -35.8% | -47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling