+64,065.9%
NFLX vs PPG
+572.8%
+63,493.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -0.8% |
| 7D | -5.0% | 0.0% | -5.0% | -5.0% |
| 30D | +3.5% | -7.8% | +11.3% | +7.2% |
| 3M | -7.1% | -2.2% | -4.9% | -6.8% |
| 6M | -22.5% | +4.1% | -26.6% | -25.2% |
| YTD | -18.1% | +9.1% | -27.2% | -23.4% |
| 1Y | -38.3% | +1.0% | -39.3% | -40.5% |
| 3Y | +73.4% | -13.3% | +86.6% | +74.3% |
| 5Y | +26.7% | -19.2% | +45.9% | +30.4% |
| 10Y | +670.3% | +25.9% | +644.4% | +480.2% |
| All | +64,065.9% | +572.8% | +63,493.1% | +14,328.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling