-3.4%
PCOR vs NVS
+33.1%
-36.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +35.9% |
| 3M | +34.0% | +4.7% | +29.3% | +34.0% |
| 6M | +43.5% | +12.1% | +31.4% | +45.2% |
| YTD | +5.1% | +22.3% | -17.2% | +2.1% |
| All | -3.4% | +33.1% | -36.5% | -8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling