+25.0%
NFLX vs PCOR
-8.1%
+33.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.7% |
| 7D | -4.4% | +2.2% | -6.5% | -5.0% |
| 30D | -11.0% | +37.4% | -48.5% | -20.2% |
| 3M | -15.5% | +33.2% | -48.7% | -23.8% |
| 6M | -28.5% | +60.6% | -89.1% | -40.0% |
| YTD | -33.1% | +6.2% | -39.3% | -36.7% |
| 1Y | -45.8% | -1.1% | -44.8% | -47.5% |
| 3Y | +40.2% | +48.4% | -8.2% | +7.6% |
| 5Y | -8.2% | -13.1% | +5.0% | -25.3% |
| All | +25.0% | -8.1% | +33.0% | +0.4% |
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