+30.7%
NFLX vs PCOR
-10.0%
+40.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +5.7% | +23.7% | -18.0% | -1.9% |
| 30D | -4.6% | +39.0% | -43.6% | -14.8% |
| 3M | -11.6% | +35.8% | -47.4% | -20.8% |
| 6M | -25.4% | +38.2% | -63.6% | -34.3% |
| YTD | -30.1% | +3.9% | -34.0% | -33.3% |
| 1Y | -40.3% | +5.7% | -46.0% | -43.7% |
| 3Y | +51.6% | +44.8% | +6.9% | +17.1% |
| 5Y | +1.5% | -19.8% | +21.3% | -16.3% |
| All | +30.7% | -10.0% | +40.7% | +5.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling