-40.7%
PCOR vs NVMI
+265.1%
-305.8%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.5% | -3.6% |
| 7D | -6.9% | +11.7% | -18.6% | -10.1% |
| 30D | -1.5% | -4.0% | +2.5% | -0.8% |
| 3M | +18.5% | -25.8% | +44.3% | +25.4% |
| 6M | -4.7% | -8.3% | +3.7% | -10.0% |
| YTD | -22.8% | +14.8% | -37.6% | -35.4% |
| 1Y | -20.7% | +37.9% | -58.6% | -40.2% |
| 3Y | -14.6% | +216.3% | -230.8% | -64.5% |
| 5Y | -40.7% | +277.2% | -317.9% | -78.1% |
| All | -40.7% | +265.1% | -305.8% | -78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling