-1.9%
NFLX vs PHM
+166.4%
-168.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.9% | +2.2% |
| 7D | -2.8% | -4.8% | +2.0% | -1.5% |
| 30D | -8.6% | +16.5% | -25.1% | -12.3% |
| 3M | -13.7% | -2.0% | -11.7% | -13.5% |
| 6M | -24.5% | +12.7% | -37.1% | -27.3% |
| YTD | -31.2% | +11.2% | -42.3% | -34.3% |
| 1Y | -43.2% | +7.7% | -51.0% | -45.5% |
| 3Y | +44.3% | +60.9% | -16.6% | +7.7% |
| 5Y | -1.9% | +167.7% | -169.6% | -49.4% |
| All | -1.9% | +166.4% | -168.2% | -49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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