-36.4%
NVTS vs PCOR
+34.2%
-70.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | 0.0% | -15.8% | -15.8% |
| 7D | -14.6% | +23.7% | -38.3% | -15.1% |
| 30D | -34.3% | +39.0% | -73.3% | -33.1% |
| 3M | -36.4% | +35.8% | -72.1% | -35.6% |
| All | -36.4% | +34.2% | -70.5% | -35.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling