+294.1%
NVT vs PCOR
-8.1%
+302.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +17.4% | +2.2% | +15.2% | +17.0% |
| 30D | -28.4% | +37.4% | -65.8% | -32.9% |
| 3M | -32.4% | +33.2% | -65.6% | -36.7% |
| 6M | -32.2% | +60.6% | -92.7% | -39.5% |
| YTD | +14.0% | +6.2% | +7.8% | +10.4% |
| 1Y | +4.3% | -1.1% | +5.4% | +3.0% |
| 3Y | +131.7% | +48.4% | +83.3% | +103.1% |
| 5Y | +232.4% | -13.1% | +245.5% | +202.3% |
| All | +294.1% | -8.1% | +302.1% | +260.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling