-2.7%
NFLX vs PENG
+42.1%
-44.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +12.4% | -15.7% | -4.7% |
| 7D | +2.1% | -19.4% | +21.6% | +4.0% |
| 30D | -9.0% | -42.4% | +33.4% | -4.0% |
| 3M | -14.0% | -25.6% | +11.7% | -13.0% |
| 6M | -28.2% | +7.3% | -35.4% | -35.3% |
| YTD | -32.4% | +113.9% | -146.2% | -48.1% |
| 1Y | -42.2% | +93.6% | -135.8% | -54.9% |
| 3Y | +45.9% | +170.2% | -124.4% | -6.2% |
| All | -2.7% | +42.1% | -44.8% | -31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling