-43.2%
NFLX vs PFGC
+14.2%
-57.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.0% |
| 7D | -2.8% | +1.5% | -4.3% | -2.9% |
| 30D | -8.6% | +17.4% | -26.0% | -9.5% |
| 3M | -13.7% | -2.4% | -11.3% | -14.6% |
| 6M | -24.5% | +18.2% | -42.7% | -24.4% |
| YTD | -31.2% | +23.7% | -54.8% | -30.9% |
| 1Y | -43.2% | +15.0% | -58.2% | -43.7% |
| All | -43.2% | +14.2% | -57.4% | -43.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling