-2.5%
NFLX vs PCOR
-14.6%
+12.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.3% |
| 7D | +2.6% | +22.2% | -19.6% | -4.7% |
| 30D | -9.0% | +36.0% | -45.1% | -18.6% |
| 3M | -13.7% | +34.0% | -47.7% | -22.8% |
| 6M | -26.9% | +43.5% | -70.4% | -36.9% |
| YTD | -31.8% | +5.1% | -36.9% | -35.3% |
| 1Y | -42.1% | -3.9% | -38.1% | -43.2% |
| 3Y | +47.0% | +52.9% | -6.0% | +8.1% |
| 5Y | -2.5% | -18.7% | +16.1% | -18.0% |
| All | -2.5% | -14.6% | +12.0% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling