+652.4%
PBR vs ROKU
+875.4%
-223.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.1% |
| 7D | +4.2% | -2.6% | +6.9% | +4.4% |
| 30D | +22.7% | +2.1% | +20.6% | +22.5% |
| 3M | +21.5% | +31.8% | -10.3% | +18.9% |
| 6M | +24.0% | +53.3% | -29.3% | +19.7% |
| YTD | +88.2% | +42.1% | +46.2% | +82.4% |
| 1Y | +74.8% | +62.3% | +12.5% | +67.3% |
| 3Y | +105.1% | +84.6% | +20.5% | +89.2% |
| 5Y | +572.2% | -53.1% | +625.3% | +569.5% |
| All | +652.4% | +875.4% | -223.1% | +524.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling