+687.9%
NFLX vs PFGC
+287.3%
+400.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.8% |
| 7D | -8.1% | -3.7% | -4.4% | -7.5% |
| 30D | -0.3% | -16.0% | +15.6% | +2.4% |
| 3M | -6.6% | -4.1% | -2.5% | -6.1% |
| 6M | -22.7% | +8.7% | -31.4% | -23.9% |
| YTD | -18.9% | +6.4% | -25.3% | -20.2% |
| 1Y | -39.8% | -8.4% | -31.4% | -39.4% |
| 3Y | +71.7% | +61.8% | +9.9% | +56.6% |
| 5Y | +27.2% | +108.7% | -81.5% | +11.0% |
| 10Y | +687.9% | +298.1% | +389.7% | +487.8% |
| All | +687.9% | +287.3% | +400.6% | +487.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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