+29.0%
NFLX vs PENG
+115.2%
-86.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +6.4% | -11.8% | -6.2% |
| 7D | -4.2% | +4.5% | -8.8% | -4.9% |
| 30D | +5.5% | -7.1% | +12.6% | +6.0% |
| 3M | -4.1% | -27.3% | +23.2% | -2.5% |
| 6M | -20.7% | +169.6% | -190.3% | -38.6% |
| YTD | -16.5% | +164.6% | -181.2% | -35.6% |
| 1Y | -37.8% | +109.5% | -147.2% | -50.3% |
| 3Y | +77.9% | +98.9% | -21.0% | +29.9% |
| All | +29.0% | +115.2% | -86.2% | -9.3% |
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 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