-21.2%
NVO vs PCOR
-19.6%
-1.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +0.8% | +22.7% | -22.0% | -2.1% |
| 30D | +5.4% | +37.5% | -32.1% | +0.8% |
| 3M | -11.2% | +35.2% | -46.4% | -15.0% |
| 6M | -10.8% | +42.2% | -53.0% | -15.6% |
| YTD | -16.8% | +3.6% | -20.4% | -18.6% |
| 1Y | -9.0% | -4.8% | -4.2% | -10.1% |
| 3Y | -56.5% | +48.3% | -104.8% | -59.7% |
| All | -21.2% | -19.6% | -1.5% | -23.0% |
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