+54,696.4%
NFLX vs PEP
+437.3%
+54,259.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | +5.7% | +6.7% | -1.0% | +3.0% |
| 30D | -4.6% | +13.5% | -18.1% | -9.2% |
| 3M | -11.6% | +3.9% | -15.6% | -13.0% |
| 6M | -25.4% | -6.0% | -19.4% | -23.7% |
| YTD | -30.1% | +2.5% | -32.5% | -31.0% |
| 1Y | -40.3% | +3.9% | -44.3% | -41.5% |
| 3Y | +51.6% | -4.7% | +56.3% | +50.1% |
| 5Y | +1.5% | +1.1% | +0.4% | -2.7% |
| 10Y | +437.2% | +83.8% | +353.4% | +294.2% |
| All | +54,696.4% | +437.3% | +54,259.0% | +24,572.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling