+681.4%
NFLX vs PGR
+825.1%
-143.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.2% | +1.6% |
| 7D | -1.1% | -0.6% | -0.5% | -0.9% |
| 30D | +4.3% | +4.9% | -0.6% | +2.9% |
| 3M | -4.8% | +7.6% | -12.4% | -7.0% |
| 6M | -18.4% | +8.3% | -26.7% | -20.7% |
| YTD | -17.4% | +1.7% | -19.2% | -18.4% |
| 1Y | -35.7% | -6.8% | -28.8% | -34.9% |
| 3Y | +73.8% | +73.4% | +0.3% | +42.9% |
| 5Y | +29.3% | +161.2% | -131.9% | -11.8% |
| All | +681.4% | +825.1% | -143.7% | +359.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling