+27.2%
NFLX vs PSX
+370.3%
-343.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | -8.1% | +1.8% | -9.9% | -8.3% |
| 30D | -0.3% | +21.6% | -22.0% | -3.2% |
| 3M | -6.6% | +46.5% | -53.1% | -11.9% |
| 6M | -22.7% | +62.0% | -84.7% | -28.4% |
| YTD | -18.9% | +106.3% | -125.2% | -27.9% |
| 1Y | -39.8% | +103.0% | -142.8% | -46.5% |
| 3Y | +71.7% | +135.5% | -63.8% | +44.3% |
| 5Y | +27.2% | +368.5% | -341.3% | -9.0% |
| All | +27.2% | +370.3% | -343.1% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling