-25.2%
NVTS vs PCOR
-22.6%
-2.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +1.5% | +9.8% | +10.5% |
| 7D | +20.8% | +22.2% | -1.4% | +8.0% |
| 30D | -11.1% | +36.0% | -47.2% | -25.3% |
| 3M | -31.0% | +34.0% | -65.0% | -43.0% |
| 6M | -47.4% | +43.5% | -90.9% | -60.0% |
| YTD | +34.2% | +5.1% | +29.1% | +18.8% |
| 1Y | +22.2% | -3.9% | +26.1% | +15.6% |
| 3Y | +68.4% | +52.9% | +15.4% | +7.0% |
| 5Y | -39.0% | -18.7% | -20.4% | -54.3% |
| All | -25.2% | -22.6% | -2.5% | -43.5% |
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