+54,696.4%
NFLX vs PCAR
+2,421.6%
+52,274.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.6% |
| 7D | +5.7% | +2.2% | +3.5% | +4.7% |
| 30D | -4.6% | -4.4% | -0.1% | -2.7% |
| 3M | -11.6% | -21.4% | +9.8% | -2.3% |
| 6M | -25.4% | -7.3% | -18.1% | -23.8% |
| YTD | -30.1% | -3.8% | -26.3% | -30.2% |
| 1Y | -40.3% | +6.3% | -46.6% | -43.2% |
| 3Y | +51.6% | +34.4% | +17.3% | +24.9% |
| 5Y | +1.5% | +109.2% | -107.7% | -32.4% |
| 10Y | +437.2% | +312.9% | +124.4% | +143.6% |
| All | +54,696.4% | +2,421.6% | +52,274.8% | +5,353.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling