+12.5%
NVO vs PCOR
-10.3%
+22.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +0.8% | +22.7% | -22.0% | -2.0% |
| 30D | +5.4% | +37.5% | -32.1% | +1.0% |
| 3M | -11.2% | +35.2% | -46.4% | -14.8% |
| 6M | -10.8% | +42.2% | -53.0% | -15.4% |
| YTD | -16.8% | +3.6% | -20.4% | -18.5% |
| 1Y | -9.0% | -4.8% | -4.2% | -10.1% |
| 3Y | -56.5% | +48.3% | -104.8% | -59.5% |
| 5Y | -20.3% | -20.1% | -0.2% | -24.0% |
| All | +12.5% | -10.3% | +22.8% | +6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling