+1.5%
NFLX vs PL
+11.6%
-10.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -10.1% | +8.9% | -0.1% |
| 7D | +5.7% | -20.5% | +26.2% | +8.3% |
| 30D | -4.6% | -38.8% | +34.2% | +0.7% |
| 3M | -11.6% | -49.1% | +37.5% | -5.0% |
| 6M | -25.4% | -69.4% | +44.0% | -16.4% |
| YTD | -30.1% | -42.3% | +12.3% | -29.9% |
| 1Y | -40.3% | -14.2% | -26.1% | -44.3% |
| 3Y | +51.6% | +398.7% | -347.1% | -9.5% |
| 5Y | +1.5% | +11.1% | -9.6% | -25.2% |
| All | +1.5% | +11.6% | -10.0% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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