-43.2%
NFLX vs PENG
+120.3%
-163.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +10.3% | -8.3% | +2.5% |
| 7D | -2.8% | +1.9% | -4.6% | -2.5% |
| 30D | -8.6% | -37.8% | +29.2% | -10.2% |
| 3M | -13.7% | -14.1% | +0.4% | -13.6% |
| 6M | -24.5% | +13.1% | -37.6% | -25.1% |
| YTD | -31.2% | +151.8% | -183.0% | -35.5% |
| 1Y | -43.2% | +136.0% | -179.2% | -47.3% |
| All | -43.2% | +120.3% | -163.5% | -47.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling