-37.8%
NFLX vs PEP
-4.0%
-33.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.7% | -3.6% | -4.8% |
| 7D | -4.2% | -2.4% | -1.8% | -3.4% |
| 30D | +5.5% | -0.8% | +6.3% | +5.8% |
| 3M | -4.1% | -2.2% | -1.9% | -3.5% |
| 6M | -20.7% | -14.4% | -6.3% | -19.6% |
| YTD | -16.5% | -2.2% | -14.3% | -14.4% |
| 1Y | -37.8% | -2.6% | -35.2% | -36.9% |
| All | -37.8% | -4.0% | -33.8% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 PEP 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