-36.2%
PCOR vs NVS
+90.3%
-126.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -13.9% | +10.8% | -1.0% |
| 7D | -6.9% | -14.6% | +7.7% | -4.7% |
| 30D | -1.5% | -11.9% | +10.4% | +0.3% |
| 3M | +18.5% | -6.0% | +24.5% | +19.3% |
| 6M | -4.7% | -11.4% | +6.7% | -3.1% |
| YTD | -22.8% | +2.9% | -25.7% | -24.2% |
| 1Y | -20.7% | +10.2% | -31.0% | -23.6% |
| 3Y | -14.6% | +55.3% | -69.9% | -25.4% |
| 5Y | -40.7% | +89.6% | -130.4% | -53.0% |
| All | -36.2% | +90.3% | -126.4% | -45.7% |
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