+315.6%
NFLX vs PENG
+520.3%
-204.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -23.0% | +21.8% | +1.9% |
| 7D | +5.7% | -36.7% | +42.3% | +11.6% |
| 30D | -4.6% | -42.0% | +37.5% | +1.3% |
| 3M | -11.6% | -33.2% | +21.6% | -9.0% |
| 6M | -25.4% | +2.1% | -27.5% | -31.6% |
| YTD | -30.1% | +90.3% | -120.4% | -43.5% |
| 1Y | -40.3% | +67.7% | -108.0% | -50.9% |
| 3Y | +51.6% | +154.2% | -102.6% | +8.0% |
| 5Y | +1.5% | +28.3% | -26.8% | -22.2% |
| All | +315.6% | +520.3% | -204.7% | +123.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling