-2.2%
NFLX vs PENG
+50.3%
-52.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.8% |
| 7D | -0.3% | -16.1% | +15.8% | +1.2% |
| 30D | -10.0% | -41.5% | +31.5% | -5.1% |
| 3M | -17.1% | -19.1% | +2.0% | -17.0% |
| 6M | -27.7% | +0.9% | -28.6% | -33.6% |
| YTD | -32.5% | +128.2% | -160.8% | -48.6% |
| 1Y | -43.5% | +98.6% | -142.1% | -55.9% |
| 3Y | +41.4% | +188.2% | -146.7% | -9.7% |
| 5Y | -2.2% | +55.5% | -57.7% | -32.2% |
| All | -2.2% | +50.3% | -52.5% | -32.2% |
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