+0.2%
PCOR vs NVS
+0.3%
-0.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.9% | -2.4% | -4.7% |
| 7D | -9.0% | +4.0% | -13.0% | -7.9% |
| 30D | +4.2% | +3.6% | +0.6% | +5.3% |
| 3M | +14.4% | +7.8% | +6.6% | +18.6% |
| 6M | +0.2% | -0.2% | +0.3% | +5.1% |
| All | +0.2% | +0.3% | -0.1% | +5.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling