+290.5%
NVT vs PCOR
-9.0%
+299.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.5% | +6.2% | +7.5% |
| 7D | -7.5% | +22.2% | -29.7% | -11.2% |
| 30D | -31.5% | +36.0% | -67.6% | -35.7% |
| 3M | -30.4% | +34.0% | -64.4% | -35.0% |
| 6M | -32.5% | +43.5% | -76.0% | -38.2% |
| YTD | +12.9% | +5.1% | +7.8% | +9.6% |
| 1Y | +3.7% | -3.9% | +7.7% | +3.1% |
| 3Y | +135.8% | +52.9% | +82.8% | +105.3% |
| 5Y | +232.7% | -18.7% | +251.3% | +205.1% |
| All | +290.5% | -9.0% | +299.4% | +257.8% |
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