-78.8%
PCG vs ROKU
+867.7%
-946.5%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.6% | -2.7% | -4.1% |
| 7D | +6.5% | -3.0% | +9.5% | +6.7% |
| 30D | -16.7% | +0.7% | -17.4% | -16.8% |
| 3M | -14.2% | +26.5% | -40.6% | -15.6% |
| 6M | -21.5% | +52.6% | -74.1% | -23.9% |
| YTD | -11.2% | +40.9% | -52.1% | -13.6% |
| 1Y | -4.2% | +57.6% | -61.9% | -7.6% |
| 3Y | -14.9% | +83.2% | -98.1% | -20.8% |
| 5Y | +54.2% | -54.8% | +109.1% | +51.4% |
| All | -78.8% | +867.7% | -946.5% | -81.8% |
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 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