+687.9%
NFLX vs PBF
+351.3%
+336.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.6% | -0.9% |
| 7D | -8.1% | +1.4% | -9.5% | -8.2% |
| 30D | -0.3% | +15.8% | -16.2% | -1.1% |
| 3M | -6.6% | +90.3% | -96.9% | -9.7% |
| 6M | -22.7% | +102.8% | -125.5% | -25.7% |
| YTD | -18.9% | +187.3% | -206.2% | -23.7% |
| 1Y | -39.8% | +161.8% | -201.7% | -43.2% |
| 3Y | +71.7% | +55.5% | +16.2% | +64.2% |
| 5Y | +27.2% | +801.9% | -774.7% | +9.2% |
| 10Y | +687.9% | +362.2% | +325.6% | +638.7% |
| All | +687.9% | +351.3% | +336.6% | +638.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling