+448.1%
NFLX vs PH
+737.8%
-289.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.4% |
| 7D | -0.3% | +2.1% | -2.4% | -1.0% |
| 30D | -10.0% | +0.3% | -10.3% | -10.4% |
| 3M | -17.1% | -8.8% | -8.3% | -15.2% |
| 6M | -27.7% | +10.0% | -37.7% | -30.8% |
| YTD | -32.5% | +10.5% | -43.0% | -36.1% |
| 1Y | -43.5% | +15.5% | -59.0% | -47.4% |
| 3Y | +41.4% | +136.4% | -94.9% | +0.3% |
| 5Y | -2.2% | +213.6% | -215.8% | -38.3% |
| 10Y | +448.1% | +713.9% | -265.8% | +149.7% |
| All | +448.1% | +737.8% | -289.7% | +149.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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