-42.2%
NFLX vs PENG
+88.9%
-131.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +12.4% | -15.7% | -2.6% |
| 7D | +2.1% | -19.4% | +21.6% | +1.3% |
| 30D | -9.0% | -42.4% | +33.4% | -11.0% |
| 3M | -14.0% | -25.6% | +11.7% | -14.5% |
| 6M | -28.2% | +7.3% | -35.4% | -29.4% |
| YTD | -32.4% | +113.9% | -146.2% | -36.6% |
| 1Y | -42.2% | +93.6% | -135.8% | -46.5% |
| All | -42.2% | +88.9% | -131.1% | -46.5% |
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