-39.3%
NFLX vs PSX
+97.5%
-136.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -4.5% | +9.2% | +4.5% |
| 7D | +7.1% | -5.2% | +12.3% | +6.9% |
| 30D | -1.6% | -3.7% | +2.1% | -1.8% |
| 3M | -9.8% | +26.8% | -36.5% | -9.8% |
| 6M | -27.1% | +47.3% | -74.4% | -27.3% |
| YTD | -29.2% | +105.4% | -134.6% | -28.3% |
| 1Y | -39.3% | +96.9% | -136.2% | -39.5% |
| All | -39.3% | +97.5% | -136.8% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 1y: compounded portfolio wealth divided by compounded PSX 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…
1y analysis · Full analysis span regression · 6 months rolling