+13,469.3%
NFLX vs PM
+809.8%
+12,659.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.7% |
| 7D | +2.6% | -7.3% | +9.9% | +5.3% |
| 30D | -9.0% | -4.0% | -5.0% | -7.9% |
| 3M | -13.7% | +2.7% | -16.5% | -14.6% |
| 6M | -26.9% | +14.9% | -41.8% | -30.7% |
| YTD | -31.8% | +23.5% | -55.3% | -37.5% |
| 1Y | -42.1% | +30.4% | -72.4% | -48.0% |
| 3Y | +47.0% | +143.2% | -96.3% | +1.6% |
| 5Y | -2.5% | +159.5% | -162.0% | -35.7% |
| 10Y | +423.4% | +234.7% | +188.7% | +187.0% |
| All | +13,469.3% | +809.8% | +12,659.4% | +3,965.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling