-14.4%
PCOR vs NVMI
+240.2%
-254.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.7% | -12.1% | -3.5% |
| 7D | +22.7% | +0.3% | +22.4% | +22.2% |
| 30D | +37.5% | -17.1% | +54.6% | +43.8% |
| 3M | +35.2% | -17.9% | +53.1% | +40.4% |
| 6M | +42.2% | -41.4% | +83.7% | +57.1% |
| YTD | +3.6% | -4.6% | +8.2% | -9.7% |
| 1Y | -4.8% | -0.3% | -4.5% | -19.0% |
| 3Y | +48.3% | +214.5% | -166.1% | -41.2% |
| 5Y | -20.1% | +148.5% | -168.5% | -65.5% |
| All | -14.4% | +240.2% | -254.6% | -64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling