-46.2%
NFLX vs PENG
+130.4%
-176.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.5% | +4.6% | -1.1% |
| 7D | -2.0% | +13.2% | -15.2% | -1.4% |
| 30D | -11.9% | -29.9% | +18.0% | -13.1% |
| 3M | -20.6% | -22.2% | +1.7% | -20.7% |
| 6M | -29.0% | -1.9% | -27.1% | -29.6% |
| YTD | -33.7% | +142.1% | -175.8% | -38.2% |
| 1Y | -46.2% | +151.5% | -197.7% | -49.3% |
| All | -46.2% | +130.4% | -176.5% | -49.3% |
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