-13.1%
PCOR vs NVS
+126.2%
-139.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.4% |
| 7D | +22.2% | +1.3% | +20.9% | +22.0% |
| 30D | +36.0% | +13.9% | +22.2% | +33.3% |
| 3M | +34.0% | +4.7% | +29.3% | +32.7% |
| 6M | +43.5% | +12.1% | +31.4% | +40.3% |
| YTD | +5.1% | +22.3% | -17.2% | +0.3% |
| 1Y | -3.9% | +33.5% | -37.4% | -10.2% |
| 3Y | +52.9% | +94.7% | -41.8% | +27.8% |
| 5Y | -18.7% | +137.6% | -156.2% | -37.7% |
| All | -13.1% | +126.2% | -139.3% | -28.1% |
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