-39.3%
NFLX vs PBF
+120.1%
-159.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -6.7% | +11.4% | +4.6% |
| 7D | +7.1% | -0.9% | +8.0% | +7.0% |
| 30D | -1.6% | -13.7% | +12.1% | -1.7% |
| 3M | -9.8% | +10.6% | -20.4% | -9.9% |
| 6M | -27.1% | +61.2% | -88.2% | -27.6% |
| YTD | -29.2% | +172.7% | -201.9% | -32.0% |
| 1Y | -39.3% | +111.0% | -150.3% | -38.7% |
| All | -39.3% | +120.1% | -159.3% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling