+5,817.8%
NFLX vs PBF
+303.9%
+5,513.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.3% | -4.0% | -5.3% |
| 7D | -4.2% | +4.3% | -8.5% | -4.5% |
| 30D | +5.5% | +22.0% | -16.5% | +3.9% |
| 3M | -4.1% | +74.5% | -78.6% | -8.3% |
| 6M | -20.7% | +67.7% | -88.4% | -24.3% |
| YTD | -16.5% | +179.2% | -195.7% | -23.6% |
| 1Y | -37.8% | +170.0% | -207.8% | -43.1% |
| 3Y | +77.9% | +66.4% | +11.5% | +65.5% |
| 5Y | +32.5% | +764.5% | -732.0% | +4.2% |
| 10Y | +703.6% | +358.5% | +345.0% | +498.8% |
| All | +5,817.8% | +303.9% | +5,513.9% | +4,337.4% |
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 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