-39.2%
NFLX vs PEP
+2.0%
-41.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.1% |
| 7D | -5.0% | +0.1% | -5.1% | -5.0% |
| 30D | +3.5% | +0.7% | +2.9% | +3.3% |
| 3M | -7.1% | -0.5% | -6.6% | -7.1% |
| 6M | -22.5% | -11.3% | -11.2% | -21.8% |
| YTD | -18.1% | -0.6% | -17.5% | -16.5% |
| All | -39.2% | +2.0% | -41.3% | -38.5% |
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