+681.4%
NFLX vs PPG
+26.9%
+654.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | -1.1% | -6.2% | +5.2% | +0.9% |
| 30D | +4.3% | -7.9% | +12.2% | +6.9% |
| 3M | -4.8% | -10.2% | +5.5% | -1.9% |
| 6M | -18.4% | +2.7% | -21.1% | -20.0% |
| YTD | -17.4% | +4.9% | -22.3% | -20.3% |
| 1Y | -35.7% | -3.2% | -32.5% | -36.3% |
| 3Y | +73.8% | -17.0% | +90.8% | +77.8% |
| 5Y | +29.3% | -23.3% | +52.6% | +33.2% |
| All | +681.4% | +26.9% | +654.5% | +588.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 10y: compounded portfolio wealth divided by compounded PPG 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…
10y analysis · Full analysis span regression · 6 months rolling