+681.8%
NFLX vs PPL
+54.8%
+627.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | 0.0% | -5.3% | -5.3% |
| 7D | -4.2% | +2.7% | -6.9% | -4.7% |
| 30D | +5.5% | +0.5% | +5.0% | +5.4% |
| 3M | -4.1% | +0.7% | -4.7% | -4.2% |
| 6M | -20.7% | -7.6% | -13.1% | -19.7% |
| YTD | -16.5% | +1.8% | -18.4% | -16.8% |
| 1Y | -37.8% | -0.8% | -37.0% | -37.7% |
| 3Y | +77.9% | +56.9% | +21.0% | +64.7% |
| 5Y | +32.5% | +39.5% | -7.0% | +24.7% |
| All | +681.8% | +54.8% | +627.0% | +619.3% |
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