+448.2%
NFLX vs PM
+264.7%
+183.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.0% | -1.1% |
| 7D | -2.0% | +0.5% | -2.5% | -2.1% |
| 30D | -11.9% | -3.2% | -8.7% | -11.4% |
| 3M | -20.6% | +6.2% | -26.8% | -21.5% |
| 6M | -29.0% | +7.7% | -36.7% | -30.2% |
| YTD | -33.7% | +27.3% | -61.0% | -37.3% |
| 1Y | -46.2% | +32.8% | -78.9% | -49.6% |
| 3Y | +39.8% | +150.0% | -110.2% | +12.4% |
| 5Y | -9.0% | +164.2% | -173.2% | -28.7% |
| All | +448.2% | +264.7% | +183.5% | +300.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 10y: compounded portfolio wealth divided by compounded PM 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…
10y analysis · Full analysis span regression · 6 months rolling