+196.3%
PCAR vs ROKU
+915.9%
-719.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | +0.1% | +3.5% | -3.4% | -0.2% |
| 30D | -4.6% | +5.1% | -9.7% | -4.9% |
| 3M | -22.6% | +7.0% | -29.5% | -22.9% |
| 6M | -12.0% | +25.4% | -37.4% | -13.5% |
| YTD | -6.1% | +48.0% | -54.1% | -9.0% |
| 1Y | +6.3% | +53.1% | -46.8% | +2.7% |
| 3Y | +31.8% | +92.7% | -60.9% | +23.0% |
| 5Y | +104.2% | -42.4% | +146.6% | +94.9% |
| All | +196.3% | +915.9% | -719.7% | +158.9% |
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