-80.5%
PCG vs ROKU
+915.9%
-996.5%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -1.6% | +3.5% | -5.1% | -1.8% |
| 30D | +1.4% | +5.1% | -3.7% | +1.1% |
| 3M | -23.4% | +7.0% | -30.4% | -23.7% |
| 6M | -19.4% | +25.4% | -44.8% | -20.7% |
| YTD | -18.5% | +48.0% | -66.4% | -21.0% |
| 1Y | -19.5% | +53.1% | -72.7% | -22.2% |
| 3Y | -21.0% | +92.7% | -113.7% | -26.5% |
| 5Y | +13.7% | -42.4% | +56.1% | +10.0% |
| All | -80.5% | +915.9% | -996.5% | -83.4% |
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