+65,302.9%
NFLX vs PHM
+1,067.7%
+64,235.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.1% | -5.5% | -5.4% |
| 7D | -4.2% | -3.2% | -1.1% | -3.4% |
| 30D | +5.5% | -6.4% | +11.9% | +7.2% |
| 3M | -4.1% | +5.5% | -9.6% | -5.7% |
| 6M | -20.7% | -5.4% | -15.2% | -20.2% |
| YTD | -16.5% | +6.6% | -23.1% | -19.1% |
| 1Y | -37.8% | -8.8% | -28.9% | -37.5% |
| 3Y | +77.9% | +54.1% | +23.8% | +49.6% |
| 5Y | +32.5% | +144.5% | -112.0% | -3.0% |
| 10Y | +703.6% | +569.4% | +134.1% | +311.9% |
| All | +65,302.9% | +1,067.7% | +64,235.2% | +13,831.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling