+667.4%
NFLX vs PSX
+384.6%
+282.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | +0.1% |
| 7D | -8.1% | +1.5% | -9.6% | -8.2% |
| 30D | +1.6% | +15.8% | -14.2% | -0.4% |
| 3M | -7.3% | +43.0% | -50.3% | -11.8% |
| 6M | -21.6% | +61.1% | -82.7% | -26.8% |
| YTD | -18.9% | +104.5% | -123.5% | -26.8% |
| 1Y | -39.1% | +102.5% | -141.6% | -45.1% |
| 3Y | +71.7% | +133.5% | -61.8% | +49.3% |
| 5Y | +27.0% | +367.0% | -340.0% | -0.8% |
| All | +667.4% | +384.6% | +282.8% | +502.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling