+262.3%
PCAR vs ROKU
+884.7%
-622.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.3% |
| 7D | -0.5% | -1.3% | +0.8% | -0.4% |
| 30D | -6.2% | +5.9% | -12.1% | -6.6% |
| 3M | +5.9% | +23.9% | -18.0% | +4.1% |
| 6M | +0.4% | +59.6% | -59.2% | -3.1% |
| YTD | +14.8% | +43.4% | -28.6% | +11.5% |
| 1Y | +30.1% | +60.2% | -30.1% | +25.2% |
| 3Y | +66.7% | +90.4% | -23.7% | +55.2% |
| 5Y | +166.1% | -54.5% | +220.7% | +156.8% |
| All | +262.3% | +884.7% | -622.5% | +217.3% |
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