-30.1%
NVTS vs PCOR
-21.5%
-8.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.5% | -6.9% | -6.7% |
| 7D | +3.9% | +3.0% | +0.9% | +2.4% |
| 30D | -4.3% | +38.7% | -43.0% | -20.4% |
| 3M | -34.5% | +24.9% | -59.3% | -43.4% |
| 6M | -57.7% | +68.8% | -126.5% | -70.6% |
| YTD | +25.4% | +6.7% | +18.6% | +10.1% |
| 1Y | +13.1% | +3.0% | +10.1% | +2.1% |
| 3Y | +48.9% | +48.6% | +0.3% | -3.2% |
| 5Y | -51.8% | -12.7% | -39.1% | -64.3% |
| All | -30.1% | -21.5% | -8.6% | -47.6% |
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