+305.4%
NFLX vs PENG
+661.7%
-356.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +9.3% | -8.4% | -0.4% |
| 7D | +2.6% | -3.8% | +6.4% | +2.3% |
| 30D | -9.0% | -40.1% | +31.1% | -3.8% |
| 3M | -13.7% | -21.8% | +8.0% | -13.1% |
| 6M | -26.9% | +3.3% | -30.2% | -32.5% |
| YTD | -31.8% | +133.6% | -165.4% | -46.6% |
| 1Y | -42.1% | +110.7% | -152.8% | -53.9% |
| 3Y | +47.0% | +204.3% | -157.3% | +2.1% |
| 5Y | -2.5% | +54.4% | -56.9% | -27.2% |
| All | +305.4% | +661.7% | -356.3% | +111.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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