+430.9%
NVT vs PCOR
-43.2%
+474.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.2% | +7.3% | +4.8% |
| 7D | +10.4% | -6.9% | +17.3% | +11.9% |
| 30D | -1.3% | -1.5% | +0.3% | -1.4% |
| 3M | -0.6% | +18.5% | -19.1% | -5.3% |
| 6M | +53.8% | -4.7% | +58.4% | +52.4% |
| YTD | +60.2% | -22.8% | +82.9% | +66.4% |
| 1Y | +76.8% | -20.7% | +97.5% | +81.3% |
| 3Y | +191.2% | -14.6% | +205.8% | +185.0% |
| 5Y | +430.9% | -40.7% | +471.7% | +424.0% |
| All | +430.9% | -43.2% | +474.1% | +424.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling