-2.7%
NFLX vs PH
+197.3%
-199.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.9% | -6.1% | -4.3% |
| 7D | +2.1% | +2.0% | +0.1% | +1.2% |
| 30D | -9.0% | -3.7% | -5.4% | -8.2% |
| 3M | -14.0% | -14.0% | +0.1% | -9.6% |
| 6M | -28.2% | +2.1% | -30.3% | -30.1% |
| YTD | -32.4% | +5.1% | -37.4% | -35.9% |
| 1Y | -42.2% | +10.9% | -53.1% | -46.8% |
| 3Y | +45.9% | +132.9% | -87.1% | -14.2% |
| All | -2.7% | +197.3% | -199.9% | -56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling