+27.2%
NFLX vs PHM
+152.6%
-125.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | 0.0% | -0.7% |
| 7D | -8.1% | -3.9% | -4.2% | -7.2% |
| 30D | -0.3% | -8.6% | +8.2% | +1.9% |
| 3M | -6.6% | -2.9% | -3.7% | -6.2% |
| 6M | -22.7% | -5.7% | -17.0% | -22.1% |
| YTD | -18.9% | +1.9% | -20.8% | -20.6% |
| 1Y | -39.8% | -12.3% | -27.5% | -38.7% |
| 3Y | +71.7% | +50.8% | +20.9% | +30.6% |
| 5Y | +27.2% | +157.3% | -130.1% | -30.1% |
| All | +27.2% | +152.6% | -125.3% | -30.1% |
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