-39.2%
NFLX vs PH
+27.5%
-66.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -2.0% |
| 7D | -5.0% | +0.4% | -5.4% | -4.9% |
| 30D | +3.5% | -10.8% | +14.4% | +1.5% |
| 3M | -7.1% | +8.5% | -15.6% | -6.2% |
| 6M | -22.5% | +3.9% | -26.4% | -22.4% |
| YTD | -18.1% | +9.4% | -27.5% | -18.0% |
| All | -39.2% | +27.5% | -66.7% | -41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling