+26.4%
NFLX vs PCOR
-10.3%
+36.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.2% |
| 7D | +2.1% | +22.7% | -20.6% | -4.9% |
| 30D | -9.0% | +37.5% | -46.5% | -18.5% |
| 3M | -14.0% | +35.2% | -49.1% | -22.8% |
| 6M | -28.2% | +42.2% | -70.4% | -37.3% |
| YTD | -32.4% | +3.6% | -35.9% | -35.4% |
| 1Y | -42.2% | -4.8% | -37.4% | -43.2% |
| 3Y | +45.9% | +48.3% | -2.5% | +11.4% |
| 5Y | -1.8% | -20.1% | +18.3% | -19.0% |
| All | +26.4% | -10.3% | +36.7% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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