+462.3%
NFLX vs PCAR
+290.1%
+172.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.4% | +1.3% |
| 7D | -2.8% | +2.2% | -5.0% | -3.4% |
| 30D | -8.6% | +0.3% | -8.9% | -8.7% |
| 3M | -13.7% | -17.9% | +4.2% | -8.7% |
| 6M | -24.5% | -3.4% | -21.1% | -24.3% |
| YTD | -31.2% | -0.1% | -31.1% | -32.1% |
| 1Y | -43.2% | +13.4% | -56.6% | -46.4% |
| 3Y | +44.3% | +37.2% | +7.1% | +22.7% |
| 5Y | -1.9% | +117.3% | -119.2% | -30.7% |
| 10Y | +462.3% | +295.0% | +167.3% | +228.6% |
| All | +462.3% | +290.1% | +172.1% | +228.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling