+452.9%
NFLX vs PFGC
+346.1%
+106.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.7% | -2.7% |
| 7D | -4.4% | +0.3% | -4.6% | -4.4% |
| 30D | -11.0% | +16.1% | -27.2% | -13.2% |
| 3M | -15.5% | +2.4% | -17.9% | -16.0% |
| 6M | -28.5% | +15.7% | -44.2% | -30.3% |
| YTD | -33.1% | +22.3% | -55.4% | -35.8% |
| 1Y | -45.8% | +13.9% | -59.7% | -47.4% |
| 3Y | +40.2% | +80.3% | -40.1% | +25.6% |
| 5Y | -8.2% | +136.1% | -144.3% | -21.4% |
| All | +452.9% | +346.1% | +106.8% | +311.0% |
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