+462.3%
NFLX vs PFG
+189.4%
+272.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.3% |
| 7D | -2.8% | -2.2% | -0.6% | -2.3% |
| 30D | -8.6% | +6.4% | -14.9% | -9.9% |
| 3M | -13.7% | +2.2% | -15.9% | -14.3% |
| 6M | -24.5% | +16.3% | -40.7% | -27.2% |
| YTD | -31.2% | +33.2% | -64.4% | -36.0% |
| 1Y | -43.2% | +40.6% | -83.8% | -47.9% |
| 3Y | +44.3% | +83.3% | -39.0% | +22.7% |
| 5Y | -1.9% | +97.7% | -99.6% | -18.0% |
| 10Y | +462.3% | +189.9% | +272.4% | +359.7% |
| All | +462.3% | +189.4% | +272.9% | +359.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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