+0.6%
NVO vs PCOR
-43.2%
+43.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.2% | +0.1% | -2.7% |
| 7D | +0.1% | -6.9% | +7.0% | +1.0% |
| 30D | -3.2% | -1.5% | -1.7% | -3.1% |
| 3M | +11.5% | +18.5% | -7.0% | +8.5% |
| 6M | +22.9% | -4.7% | +27.6% | +22.5% |
| YTD | -6.8% | -22.8% | +16.0% | -4.8% |
| 1Y | -12.6% | -20.7% | +8.1% | -11.4% |
| 3Y | -49.6% | -14.6% | -35.0% | -50.2% |
| 5Y | +0.6% | -40.7% | +41.3% | +3.1% |
| All | +0.6% | -43.2% | +43.8% | +3.1% |
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 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