-2.5%
NFLX vs PL
+37.0%
-39.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +14.5% | -13.7% | -0.8% |
| 7D | +2.6% | +10.9% | -8.3% | +1.1% |
| 30D | -9.0% | -16.4% | +7.3% | -7.6% |
| 3M | -13.7% | -39.9% | +26.2% | -9.2% |
| 6M | -26.9% | -63.2% | +36.3% | -19.7% |
| YTD | -31.8% | -27.1% | -4.7% | -33.6% |
| 1Y | -42.1% | +12.2% | -54.2% | -47.7% |
| 3Y | +47.0% | +584.3% | -537.3% | -16.4% |
| 5Y | -2.5% | +37.0% | -39.5% | -30.1% |
| All | -2.5% | +37.0% | -39.5% | -30.1% |
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