-21.5%
PCG vs ROKU
+56.3%
-77.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.6% | -2.7% | -4.2% |
| 7D | +6.5% | -3.0% | +9.5% | +6.6% |
| 30D | -16.7% | +0.7% | -17.4% | -16.7% |
| 3M | -14.2% | +26.5% | -40.6% | -15.0% |
| 6M | -21.5% | +52.6% | -74.1% | -25.1% |
| All | -21.5% | +56.3% | -77.8% | -25.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling