+685.2%
NFLX vs PCG
-75.9%
+761.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.4% | -7.8% | -5.5% |
| 7D | -4.2% | -13.9% | +9.6% | -3.6% |
| 30D | +5.5% | -16.9% | +22.3% | +6.4% |
| 3M | -4.1% | -14.7% | +10.7% | -3.4% |
| 6M | -20.7% | -23.8% | +3.1% | -19.7% |
| YTD | -16.5% | -10.5% | -6.0% | -16.3% |
| 1Y | -37.8% | -5.1% | -32.7% | -37.8% |
| 3Y | +77.9% | -11.6% | +89.5% | +78.1% |
| 5Y | +32.5% | +59.0% | -26.5% | +29.0% |
| All | +685.2% | -75.9% | +761.0% | +746.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 10y: compounded portfolio wealth divided by compounded PCG 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…
10y analysis · Full analysis span regression · 6 months rolling