+409.0%
NFLX vs PPL
+62.0%
+347.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.2% |
| 7D | +2.1% | +0.4% | +1.7% | +2.1% |
| 30D | -9.0% | +5.4% | -14.5% | -9.8% |
| 3M | -14.0% | +4.3% | -18.2% | -14.6% |
| 6M | -28.2% | -1.3% | -26.8% | -28.1% |
| YTD | -32.4% | +4.7% | -37.1% | -32.9% |
| 1Y | -42.2% | +1.3% | -43.5% | -42.4% |
| 3Y | +45.9% | +57.2% | -11.4% | +35.3% |
| 5Y | -1.8% | +48.2% | -50.0% | -8.2% |
| All | +409.0% | +62.0% | +347.0% | +370.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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