+102.6%
PBR vs ROKU
+83.2%
+19.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.4% | -0.9% |
| 7D | +5.4% | -0.4% | +5.8% | +5.4% |
| 30D | +22.9% | +2.1% | +20.8% | +22.7% |
| 3M | +19.6% | +29.5% | -9.9% | +17.8% |
| 6M | +16.5% | +53.8% | -37.3% | +13.2% |
| YTD | +86.7% | +42.8% | +43.9% | +82.0% |
| 1Y | +74.7% | +60.7% | +14.0% | +68.7% |
| 3Y | +102.6% | +83.9% | +18.7% | +87.8% |
| All | +102.6% | +83.2% | +19.4% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 3y: compounded portfolio wealth divided by compounded ROKU 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…
3y analysis · Full analysis span regression · 6 months rolling