+48.3%
PCOR vs NVS
+93.3%
-45.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.4% |
| 7D | +22.7% | +1.1% | +21.6% | +22.6% |
| 30D | +37.5% | +13.4% | +24.0% | +36.1% |
| 3M | +35.2% | +5.4% | +29.8% | +34.6% |
| 6M | +42.2% | +9.6% | +32.7% | +41.3% |
| YTD | +3.6% | +21.5% | -17.9% | +1.0% |
| 1Y | -4.8% | +32.3% | -37.1% | -8.5% |
| 3Y | +48.3% | +92.9% | -44.6% | +27.1% |
| All | +48.3% | +93.3% | -45.0% | +27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling