-12.2%
PCOR vs NVMI
+255.9%
-268.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.4% | +0.7% |
| 7D | +2.2% | +16.9% | -14.7% | -2.4% |
| 30D | +37.4% | -4.3% | +41.7% | +38.2% |
| 3M | +33.2% | -19.3% | +52.5% | +39.2% |
| 6M | +60.6% | -33.6% | +94.2% | +70.2% |
| YTD | +6.2% | -0.2% | +6.4% | -8.6% |
| 1Y | -1.1% | +5.1% | -6.1% | -17.2% |
| 3Y | +48.4% | +193.2% | -144.8% | -37.6% |
| 5Y | -13.1% | +148.6% | -161.7% | -62.6% |
| All | -12.2% | +255.9% | -268.1% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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