+294.0%
NFLX vs PENG
+689.3%
-395.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.5% | +4.6% | -0.1% |
| 7D | -2.0% | +13.2% | -15.2% | -3.8% |
| 30D | -11.9% | -29.9% | +18.0% | -8.8% |
| 3M | -20.6% | -22.2% | +1.7% | -19.9% |
| 6M | -29.0% | -1.9% | -27.1% | -33.8% |
| YTD | -33.7% | +142.1% | -175.8% | -48.4% |
| 1Y | -46.2% | +151.5% | -197.7% | -58.5% |
| 3Y | +39.8% | +206.9% | -167.2% | -2.9% |
| 5Y | -9.0% | +58.2% | -67.2% | -32.3% |
| All | +294.0% | +689.3% | -395.4% | +104.8% |
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