+30.0%
NVO vs PCOR
-30.9%
+60.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.3% | +2.3% | -1.4% |
| 7D | +2.2% | -9.0% | +11.1% | +3.3% |
| 30D | +6.0% | +4.2% | +1.8% | +5.3% |
| 3M | +7.9% | +14.4% | -6.5% | +5.7% |
| 6M | +27.1% | +0.2% | +26.9% | +25.9% |
| YTD | -3.8% | -20.3% | +16.4% | -2.3% |
| 1Y | -12.8% | -16.1% | +3.3% | -12.3% |
| 3Y | -46.3% | -14.7% | -31.6% | -46.9% |
| 5Y | +3.6% | -43.2% | +46.7% | +1.6% |
| All | +30.0% | -30.9% | +60.9% | +27.5% |
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