+423.4%
NFLX vs PEP
+81.7%
+341.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | +2.6% | +1.0% | +1.5% | +2.2% |
| 30D | -9.0% | +12.6% | -21.7% | -12.9% |
| 3M | -13.7% | +3.1% | -16.9% | -14.7% |
| 6M | -26.9% | -6.3% | -20.6% | -25.3% |
| YTD | -31.8% | +1.9% | -33.7% | -32.5% |
| 1Y | -42.1% | +3.3% | -45.3% | -42.9% |
| 3Y | +47.0% | -4.8% | +51.8% | +45.6% |
| 5Y | -2.5% | +2.0% | -4.6% | -7.4% |
| 10Y | +423.4% | +80.3% | +343.0% | +289.2% |
| All | +423.4% | +81.7% | +341.7% | +289.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling