-11.9%
PCOR vs NVS
+121.5%
-133.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.0% |
| 7D | +2.5% | -2.8% | +5.4% | +3.1% |
| 30D | +37.9% | +11.5% | +26.4% | +35.6% |
| 3M | +32.0% | +3.7% | +28.3% | +31.0% |
| 6M | +54.7% | +10.4% | +44.3% | +51.6% |
| YTD | +6.6% | +19.8% | -13.3% | +2.1% |
| 1Y | -1.7% | +26.6% | -28.3% | -7.1% |
| 3Y | +49.0% | +90.1% | -41.1% | +25.1% |
| 5Y | -12.5% | +133.4% | -145.9% | -32.8% |
| All | -11.9% | +121.5% | -133.5% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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