+29.0%
NFLX vs PPL
+39.5%
-10.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | 0.0% | -5.3% | -5.3% |
| 7D | -4.2% | +2.7% | -6.9% | -4.9% |
| 30D | +5.5% | +0.5% | +5.0% | +5.3% |
| 3M | -4.1% | +0.7% | -4.7% | -4.3% |
| 6M | -20.7% | -7.6% | -13.1% | -19.0% |
| YTD | -16.5% | +1.8% | -18.4% | -16.9% |
| 1Y | -37.8% | -0.8% | -37.0% | -37.7% |
| 3Y | +77.9% | +56.9% | +21.0% | +52.6% |
| All | +29.0% | +39.5% | -10.5% | +13.5% |
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