+13,354.7%
NFLX vs PM
+832.2%
+12,522.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.8% | -1.5% | -2.7% |
| 7D | +2.1% | -5.2% | +7.4% | +4.0% |
| 30D | -9.0% | +2.7% | -11.7% | -10.0% |
| 3M | -14.0% | +6.1% | -20.1% | -15.8% |
| 6M | -28.2% | +18.0% | -46.2% | -32.5% |
| YTD | -32.4% | +26.6% | -58.9% | -38.6% |
| 1Y | -42.2% | +36.7% | -78.9% | -49.0% |
| 3Y | +45.9% | +146.0% | -100.1% | +0.6% |
| 5Y | -1.8% | +164.1% | -165.9% | -35.6% |
| 10Y | +419.6% | +238.8% | +180.8% | +184.4% |
| All | +13,354.7% | +832.2% | +12,522.4% | +3,898.0% |
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 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