-9.4%
NVTS vs PCOR
-45.2%
+35.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.6% | +0.3% | -1.3% |
| 7D | +3.5% | -9.0% | +12.5% | +8.7% |
| 30D | -11.9% | -7.0% | -4.9% | -9.6% |
| 3M | -49.2% | +18.3% | -67.6% | -55.8% |
| 6M | +38.4% | -7.8% | +46.2% | +32.7% |
| YTD | +62.5% | -25.6% | +88.0% | +76.6% |
| 1Y | +101.4% | -22.7% | +124.1% | +109.7% |
| 3Y | +40.4% | -17.7% | +58.1% | +30.4% |
| All | -9.4% | -45.2% | +35.8% | -16.0% |
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