+4,780.9%
NFLX vs PBF
+278.8%
+4,502.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.8% | -3.8% | +1.6% |
| 7D | -2.8% | -4.0% | +1.2% | -2.5% |
| 30D | -8.6% | -18.0% | +9.4% | -7.5% |
| 3M | -13.7% | +0.9% | -14.6% | -14.1% |
| 6M | -24.5% | +65.7% | -90.2% | -27.8% |
| YTD | -31.2% | +161.9% | -193.0% | -36.9% |
| 1Y | -43.2% | +77.8% | -121.0% | -46.4% |
| 3Y | +44.3% | +74.9% | -30.6% | +33.4% |
| 5Y | -1.9% | +423.4% | -425.2% | -19.4% |
| 10Y | +462.3% | +255.2% | +207.1% | +342.0% |
| All | +4,780.9% | +278.8% | +4,502.1% | +3,563.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling