+670.3%
NFLX vs PM
+196.3%
+474.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -2.1% |
| 7D | -5.0% | -1.3% | -3.7% | -4.7% |
| 30D | +3.5% | -2.6% | +6.1% | +4.1% |
| 3M | -7.1% | +5.8% | -12.9% | -8.3% |
| 6M | -22.5% | +10.6% | -33.0% | -24.4% |
| YTD | -18.1% | +17.2% | -35.3% | -21.4% |
| 1Y | -38.3% | +17.6% | -56.0% | -41.0% |
| 3Y | +73.4% | +124.3% | -50.9% | +40.7% |
| 5Y | +26.7% | +125.1% | -98.4% | +1.6% |
| 10Y | +670.3% | +198.6% | +471.7% | +442.3% |
| All | +670.3% | +196.3% | +474.0% | +442.3% |
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