-2.5%
NFLX vs PBF
+407.7%
-410.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.4% | -2.5% | +0.7% |
| 7D | +2.6% | -7.4% | +9.9% | +2.9% |
| 30D | -9.0% | -17.5% | +8.4% | -8.4% |
| 3M | -13.7% | +13.1% | -26.9% | -14.5% |
| 6M | -26.9% | +72.6% | -99.5% | -29.3% |
| YTD | -31.8% | +161.2% | -193.0% | -36.0% |
| 1Y | -42.1% | +93.3% | -135.4% | -44.6% |
| 3Y | +47.0% | +80.7% | -33.7% | +38.4% |
| 5Y | -2.5% | +396.1% | -398.6% | -19.4% |
| All | -2.5% | +407.7% | -410.3% | -19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling