-34.1%
PCOR vs NVS
+121.1%
-155.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.9% | -2.4% | -4.0% |
| 7D | -9.0% | +4.0% | -13.0% | -9.5% |
| 30D | +4.2% | +3.6% | +0.6% | +3.6% |
| 3M | +14.4% | +7.8% | +6.6% | +13.0% |
| 6M | +0.2% | -0.2% | +0.3% | +0.3% |
| YTD | -20.3% | +19.6% | -39.8% | -23.5% |
| 1Y | -16.1% | +28.4% | -44.5% | -20.9% |
| 3Y | -14.7% | +76.2% | -90.9% | -26.6% |
| 5Y | -43.2% | +111.1% | -154.2% | -56.0% |
| All | -34.1% | +121.1% | -155.2% | -45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling