+29.0%
NFLX vs PH
+254.3%
-225.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.2% | -5.1% | -5.3% |
| 7D | -4.2% | -3.1% | -1.2% | -3.2% |
| 30D | +5.5% | -3.2% | +8.7% | +6.4% |
| 3M | -4.1% | +10.6% | -14.6% | -8.7% |
| 6M | -20.7% | -2.1% | -18.6% | -21.2% |
| YTD | -16.5% | +10.2% | -26.7% | -21.6% |
| 1Y | -37.8% | +28.2% | -66.0% | -45.9% |
| 3Y | +77.9% | +134.9% | -57.0% | +8.9% |
| All | +29.0% | +254.3% | -225.3% | -41.1% |
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