+73.4%
NFLX vs PEP
-12.2%
+85.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -1.9% |
| 7D | -5.0% | +0.1% | -5.1% | -5.0% |
| 30D | +3.5% | +0.7% | +2.9% | +3.5% |
| 3M | -7.1% | -0.5% | -6.6% | -7.1% |
| 6M | -22.5% | -11.3% | -11.2% | -22.9% |
| YTD | -18.1% | -0.6% | -17.5% | -17.6% |
| 1Y | -38.3% | +1.7% | -40.0% | -37.8% |
| 3Y | +73.4% | -12.5% | +85.8% | +69.6% |
| All | +73.4% | -12.2% | +85.6% | +69.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling