-8.5%
NFLX vs PNR
-3.8%
-4.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -2.0% | +0.3% | -2.3% | -2.1% |
| 30D | -11.9% | +31.7% | -43.6% | -20.9% |
| 3M | -20.6% | +2.6% | -23.2% | -21.6% |
| 6M | -29.0% | -6.4% | -22.6% | -28.3% |
| YTD | -33.7% | -33.4% | -0.3% | -23.6% |
| 1Y | -46.2% | -35.1% | -11.1% | -37.3% |
| 3Y | +39.8% | +17.1% | +22.7% | +10.2% |
| All | -8.5% | -3.8% | -4.8% | -26.9% |
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