+2.5%
NVT vs PCOR
-4.3%
+6.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.5% | +6.2% | +8.1% |
| 7D | -7.5% | +22.2% | -29.7% | -2.7% |
| 30D | -31.5% | +36.0% | -67.6% | -26.8% |
| 3M | -30.4% | +34.0% | -64.4% | -25.4% |
| 6M | -32.5% | +43.5% | -76.0% | -25.1% |
| YTD | +12.9% | +5.1% | +7.8% | +28.1% |
| All | +2.5% | -4.3% | +6.8% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling