-37.8%
NFLX vs PBR
+70.4%
-108.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.9% | -3.4% | -5.3% |
| 7D | -4.2% | +8.6% | -12.8% | -4.2% |
| 30D | +5.5% | +12.8% | -7.3% | +5.4% |
| 3M | -4.1% | +14.7% | -18.7% | -4.1% |
| 6M | -20.7% | +25.2% | -45.9% | -19.7% |
| YTD | -16.5% | +77.1% | -93.7% | -14.8% |
| 1Y | -37.8% | +69.6% | -107.3% | -35.7% |
| All | -37.8% | +70.4% | -108.2% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling