-2.2%
NFLX vs PFGC
+122.2%
-124.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.8% |
| 7D | -0.3% | +15.0% | -15.3% | -5.0% |
| 30D | -10.0% | +17.0% | -27.0% | -14.9% |
| 3M | -17.1% | -2.5% | -14.6% | -16.8% |
| 6M | -27.7% | +19.2% | -46.9% | -32.4% |
| YTD | -32.5% | +23.4% | -56.0% | -38.6% |
| 1Y | -43.5% | +13.9% | -57.4% | -47.0% |
| 3Y | +41.4% | +82.0% | -40.6% | +5.5% |
| 5Y | -2.2% | +128.7% | -130.9% | -38.1% |
| All | -2.2% | +122.2% | -124.5% | -38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling