-25.3%
NVTS vs PCOR
-21.8%
-3.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.4% | -4.7% | -4.9% |
| 7D | +21.6% | +2.2% | +19.5% | +20.4% |
| 30D | -8.5% | +37.4% | -46.0% | -23.5% |
| 3M | -31.4% | +33.2% | -64.6% | -43.0% |
| 6M | -50.3% | +60.6% | -110.9% | -64.6% |
| YTD | +33.9% | +6.2% | +27.7% | +18.0% |
| 1Y | +10.6% | -1.1% | +11.7% | +2.8% |
| 3Y | +52.7% | +48.4% | +4.3% | -0.7% |
| 5Y | -48.5% | -13.1% | -35.4% | -61.8% |
| All | -25.3% | -21.8% | -3.5% | -43.9% |
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