+26.7%
NFLX vs PM
+122.3%
-95.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -2.0% |
| 7D | -5.0% | -1.3% | -3.7% | -4.8% |
| 30D | +3.5% | -2.6% | +6.1% | +3.9% |
| 3M | -7.1% | +5.8% | -12.9% | -7.7% |
| 6M | -22.5% | +10.6% | -33.0% | -23.5% |
| YTD | -18.1% | +17.2% | -35.3% | -20.0% |
| 1Y | -38.3% | +17.6% | -56.0% | -39.8% |
| 3Y | +73.4% | +124.3% | -50.9% | +55.3% |
| 5Y | +26.7% | +125.1% | -98.4% | +12.2% |
| All | +26.7% | +122.3% | -95.6% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling