-2.7%
NFLX vs PRU
+36.1%
-38.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.6% | -0.7% | -2.3% |
| 7D | +2.1% | +2.4% | -0.3% | +1.3% |
| 30D | -9.0% | +6.1% | -15.1% | -10.9% |
| 3M | -14.0% | -0.7% | -13.2% | -13.7% |
| 6M | -28.2% | +22.1% | -50.2% | -33.2% |
| YTD | -32.4% | +9.8% | -42.1% | -34.9% |
| 1Y | -42.2% | +19.4% | -61.5% | -46.3% |
| 3Y | +45.9% | +50.4% | -4.5% | +15.7% |
| All | -2.7% | +36.1% | -38.8% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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