-1.9%
NFLX vs PPL
+47.2%
-49.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.3% |
| 7D | -2.8% | -1.0% | -1.8% | -2.5% |
| 30D | -8.6% | +3.0% | -11.6% | -9.4% |
| 3M | -13.7% | +1.1% | -14.8% | -14.1% |
| 6M | -24.5% | -0.8% | -23.7% | -24.4% |
| YTD | -31.2% | +3.5% | -34.6% | -31.9% |
| 1Y | -43.2% | -0.9% | -42.3% | -43.2% |
| 3Y | +44.3% | +54.2% | -9.9% | +24.5% |
| 5Y | -1.9% | +46.3% | -48.1% | -15.3% |
| All | -1.9% | +47.2% | -49.0% | -15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling