+27.0%
NFLX vs PNR
-21.1%
+48.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.3% | +0.5% |
| 7D | -8.1% | -5.5% | -2.6% | -6.0% |
| 30D | +1.6% | -15.6% | +17.2% | +8.4% |
| 3M | -7.3% | -20.2% | +12.9% | 0.0% |
| 6M | -21.6% | -36.6% | +15.0% | -7.8% |
| YTD | -18.9% | -45.0% | +26.1% | +0.8% |
| 1Y | -39.1% | -47.4% | +8.4% | -22.9% |
| 3Y | +71.7% | -13.7% | +85.4% | +57.7% |
| 5Y | +27.0% | -20.8% | +47.8% | +11.9% |
| All | +27.0% | -21.1% | +48.0% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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