-39.3%
NFLX vs PGR
+21.4%
-60.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.5% | +2.2% | +4.1% |
| 7D | +7.1% | +4.1% | +3.0% | +6.1% |
| 30D | -1.6% | +10.4% | -12.1% | -3.8% |
| 3M | -9.8% | +11.4% | -21.2% | -11.8% |
| 6M | -27.1% | +17.9% | -45.0% | -29.0% |
| YTD | -29.2% | +9.8% | -39.0% | -30.6% |
| 1Y | -39.3% | +19.3% | -58.5% | -41.3% |
| All | -39.3% | +21.4% | -60.6% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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