+462.3%
NFLX vs PCG
-76.4%
+538.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.1% |
| 7D | -2.8% | -2.2% | -0.5% | -2.7% |
| 30D | -8.6% | -0.5% | -8.1% | -8.6% |
| 3M | -13.7% | -24.0% | +10.3% | -12.6% |
| 6M | -24.5% | -18.6% | -5.9% | -23.8% |
| YTD | -31.2% | -17.7% | -13.5% | -30.6% |
| 1Y | -43.2% | -20.0% | -23.2% | -42.7% |
| 3Y | +44.3% | -20.2% | +64.5% | +45.3% |
| 5Y | -1.9% | +8.4% | -10.2% | -3.0% |
| 10Y | +462.3% | -76.4% | +538.7% | +502.7% |
| All | +462.3% | -76.4% | +538.7% | +502.7% |
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