+73.4%
NFLX vs PBF
+62.4%
+11.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.3% | -5.2% | -2.0% |
| 7D | -5.0% | +2.4% | -7.4% | -5.0% |
| 30D | +3.5% | +24.9% | -21.3% | +3.0% |
| 3M | -7.1% | +81.9% | -89.0% | -8.6% |
| 6M | -22.5% | +79.4% | -101.8% | -23.8% |
| YTD | -18.1% | +188.3% | -206.4% | -20.9% |
| 1Y | -38.3% | +177.3% | -215.6% | -40.3% |
| 3Y | +73.4% | +56.0% | +17.4% | +59.6% |
| All | +73.4% | +62.4% | +11.0% | +59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling