+448.2%
NFLX vs PPL
+67.2%
+381.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.1% |
| 7D | -2.0% | -0.4% | -1.6% | -1.9% |
| 30D | -11.9% | +2.6% | -14.6% | -12.3% |
| 3M | -20.6% | +0.8% | -21.4% | -20.7% |
| 6M | -29.0% | +1.4% | -30.4% | -29.2% |
| YTD | -33.7% | +4.3% | -38.0% | -34.2% |
| 1Y | -46.2% | +0.8% | -46.9% | -46.3% |
| 3Y | +39.8% | +57.9% | -18.1% | +29.8% |
| 5Y | -9.0% | +48.3% | -57.3% | -14.8% |
| All | +448.2% | +67.2% | +381.0% | +417.8% |
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