-7.1%
PCG vs ROKU
+58.7%
-65.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.2% |
| 7D | +0.5% | -2.6% | +3.1% | +0.6% |
| 30D | -18.9% | +2.1% | -21.0% | -19.0% |
| 3M | -15.8% | +31.8% | -47.6% | -16.9% |
| 6M | -22.6% | +53.3% | -75.8% | -24.8% |
| YTD | -12.2% | +42.1% | -54.2% | -14.0% |
| 1Y | -7.1% | +62.3% | -69.4% | -11.3% |
| All | -7.1% | +58.7% | -65.8% | -11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling