+29.0%
NFLX vs PTC
+6.0%
+22.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -6.0% | +0.7% | -2.7% |
| 7D | -4.2% | -10.3% | +6.0% | +0.4% |
| 30D | +5.5% | +1.1% | +4.3% | +4.6% |
| 3M | -4.1% | +1.6% | -5.7% | -5.8% |
| 6M | -20.7% | -13.5% | -7.2% | -16.5% |
| YTD | -16.5% | -19.1% | +2.5% | -9.5% |
| 1Y | -37.8% | -33.9% | -3.9% | -25.8% |
| 3Y | +77.9% | -3.9% | +81.8% | +61.6% |
| All | +29.0% | +6.0% | +22.9% | +6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling