+431.5%
NVT vs PCOR
-30.9%
+462.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.3% | +6.8% | +3.4% |
| 7D | +5.1% | -9.0% | +14.0% | +7.0% |
| 30D | -3.7% | +4.2% | -7.9% | -4.9% |
| 3M | -10.1% | +14.4% | -24.6% | -13.4% |
| 6M | +37.5% | +0.2% | +37.3% | +34.8% |
| YTD | +53.7% | -20.3% | +74.0% | +58.4% |
| 1Y | +70.9% | -16.1% | +87.0% | +72.9% |
| 3Y | +180.4% | -14.7% | +195.1% | +175.1% |
| 5Y | +393.5% | -43.2% | +436.6% | +381.9% |
| All | +431.5% | -30.9% | +462.4% | +417.4% |
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