-39.3%
NFLX vs PBR
+74.7%
-114.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -7.0% | +11.7% | +4.8% |
| 7D | +7.1% | -11.0% | +18.1% | +7.4% |
| 30D | -1.6% | -18.8% | +17.1% | -1.0% |
| 3M | -9.8% | +7.8% | -17.6% | -9.7% |
| 6M | -27.1% | -7.6% | -19.5% | -26.0% |
| YTD | -29.2% | +72.7% | -101.8% | -29.9% |
| 1Y | -39.3% | +72.9% | -112.2% | -39.5% |
| All | -39.3% | +74.7% | -114.0% | -39.5% |
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