+16,503.5%
NFLX vs PM
+752.6%
+15,750.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.0% | -3.4% | -4.7% |
| 7D | -4.2% | -4.9% | +0.6% | -2.6% |
| 30D | +5.5% | -3.4% | +8.8% | +6.8% |
| 3M | -4.1% | +5.2% | -9.2% | -6.0% |
| 6M | -20.7% | +3.7% | -24.4% | -22.4% |
| YTD | -16.5% | +15.8% | -32.3% | -21.7% |
| 1Y | -37.8% | +17.4% | -55.1% | -42.2% |
| 3Y | +77.9% | +116.9% | -39.0% | +28.0% |
| 5Y | +32.5% | +117.3% | -84.8% | -6.3% |
| 10Y | +703.6% | +193.8% | +509.8% | +367.5% |
| All | +16,503.5% | +752.6% | +15,750.9% | +4,994.1% |
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