-37.8%
NFLX vs PSX
+101.0%
-138.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.2% | -5.5% | -5.3% |
| 7D | -4.2% | +4.5% | -8.8% | -4.2% |
| 30D | +5.5% | +26.6% | -21.1% | +5.9% |
| 3M | -4.1% | +39.3% | -43.3% | -3.8% |
| 6M | -20.7% | +56.8% | -77.5% | -20.2% |
| YTD | -16.5% | +101.8% | -118.4% | -13.8% |
| 1Y | -37.8% | +99.6% | -137.4% | -35.4% |
| All | -37.8% | +101.0% | -138.8% | -35.4% |
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