+254.1%
PCAR vs ROKU
+867.7%
-613.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.4% |
| 7D | -0.2% | -3.0% | +2.8% | 0.0% |
| 30D | -6.9% | +0.7% | -7.6% | -6.9% |
| 3M | +2.1% | +26.5% | -24.4% | +0.3% |
| 6M | +1.6% | +52.6% | -51.1% | -1.7% |
| YTD | +12.2% | +40.9% | -28.7% | +9.1% |
| 1Y | +28.0% | +57.6% | -29.6% | +23.4% |
| 3Y | +61.0% | +83.2% | -22.2% | +50.3% |
| 5Y | +163.9% | -54.8% | +218.8% | +154.9% |
| All | +254.1% | +867.7% | -613.6% | +210.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling