-21.3%
NVTS vs PCOR
-21.6%
+0.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.7% | +5.7% | +6.5% |
| 7D | +7.9% | +2.5% | +5.4% | +6.6% |
| 30D | +0.8% | +37.9% | -37.1% | -15.9% |
| 3M | -26.0% | +32.0% | -57.9% | -38.2% |
| 6M | -55.5% | +54.7% | -110.3% | -67.4% |
| YTD | +41.0% | +6.6% | +34.5% | +24.0% |
| 1Y | +10.4% | -1.7% | +12.1% | +3.1% |
| 3Y | +60.9% | +49.0% | +11.9% | +4.4% |
| 5Y | -42.8% | -12.5% | -30.2% | -57.6% |
| All | -21.3% | -21.6% | +0.2% | -41.0% |
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 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