+31.3%
NFLX vs PGR
+159.7%
-128.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.2% | +1.7% |
| 7D | -1.1% | -0.6% | -0.5% | -1.0% |
| 30D | +4.3% | +4.9% | -0.6% | +3.5% |
| 3M | -4.8% | +7.6% | -12.4% | -6.1% |
| 6M | -18.4% | +8.3% | -26.7% | -19.7% |
| YTD | -17.4% | +1.7% | -19.2% | -17.9% |
| 1Y | -35.7% | -6.8% | -28.8% | -35.1% |
| 3Y | +73.8% | +73.4% | +0.3% | +58.6% |
| All | +31.3% | +159.7% | -128.4% | +16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling