-38.6%
NVTS vs PCOR
-23.5%
-15.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | 0.0% | -15.8% | -15.8% |
| 7D | -14.6% | +23.7% | -38.3% | -24.3% |
| 30D | -34.3% | +39.0% | -73.3% | -45.5% |
| 3M | -36.4% | +35.8% | -72.1% | -47.8% |
| 6M | -55.2% | +38.2% | -93.4% | -65.2% |
| YTD | +10.1% | +3.9% | +6.2% | -2.0% |
| 1Y | -20.3% | +5.7% | -26.0% | -30.9% |
| 3Y | +27.4% | +44.8% | -17.4% | -16.2% |
| 5Y | -47.6% | -19.8% | -27.9% | -60.5% |
| All | -38.6% | -23.5% | -15.1% | -53.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling