+37.5%
NVTS vs PCOR
-14.4%
+51.9%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.3% | +10.6% | +7.8% |
| 7D | +2.7% | -9.0% | +11.7% | +5.9% |
| 30D | -4.5% | +4.2% | -8.6% | -6.6% |
| 3M | -61.5% | +14.4% | -75.9% | -63.7% |
| 6M | +28.0% | +0.2% | +27.8% | +22.5% |
| YTD | +65.3% | -20.3% | +85.5% | +78.4% |
| 1Y | +113.0% | -16.1% | +129.1% | +120.4% |
| All | +37.5% | -14.4% | +51.9% | +34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling