+409.0%
NFLX vs PR
+66.0%
+342.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.9% | -5.2% | -3.4% |
| 7D | +2.1% | -16.4% | +18.6% | +2.9% |
| 30D | -9.0% | -1.9% | -7.1% | -9.0% |
| 3M | -14.0% | +8.0% | -21.9% | -14.4% |
| 6M | -28.2% | +4.1% | -32.3% | -28.5% |
| YTD | -32.4% | +58.7% | -91.1% | -34.0% |
| 1Y | -42.2% | +75.8% | -118.0% | -43.9% |
| 3Y | +45.9% | +73.2% | -27.3% | +41.0% |
| 5Y | -1.8% | +230.1% | -231.9% | -8.1% |
| All | +409.0% | +66.0% | +342.9% | +502.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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