+423.4%
NFLX vs PTC
+326.2%
+97.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.4% | +0.7% |
| 7D | +2.6% | +0.8% | +1.8% | +2.3% |
| 30D | -9.0% | +0.7% | -9.8% | -9.3% |
| 3M | -13.7% | +32.6% | -46.3% | -25.5% |
| 6M | -26.9% | +33.6% | -60.5% | -37.8% |
| YTD | -31.8% | +12.4% | -44.2% | -37.6% |
| 1Y | -42.1% | +11.2% | -53.3% | -46.8% |
| 3Y | +47.0% | +31.7% | +15.3% | +19.0% |
| 5Y | -2.5% | +60.1% | -62.6% | -29.3% |
| 10Y | +423.4% | +317.2% | +106.2% | +133.8% |
| All | +423.4% | +326.2% | +97.2% | +133.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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