-37.8%
NFLX vs PCAR
+32.4%
-70.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.2% | -5.5% | -5.3% |
| 7D | -4.2% | -0.5% | -3.7% | -4.3% |
| 30D | +5.5% | -6.2% | +11.7% | +4.8% |
| 3M | -4.1% | +5.9% | -10.0% | -3.3% |
| 6M | -20.7% | +0.4% | -21.1% | -20.9% |
| YTD | -16.5% | +14.8% | -31.4% | -13.8% |
| 1Y | -37.8% | +30.1% | -67.9% | -35.5% |
| All | -37.8% | +32.4% | -70.1% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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