-78.6%
PCG vs ROKU
+884.7%
-963.4%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.2% | +2.6% |
| 7D | -13.9% | -1.3% | -12.5% | -13.8% |
| 30D | -16.9% | +5.9% | -22.7% | -17.2% |
| 3M | -14.7% | +23.9% | -38.6% | -16.1% |
| 6M | -23.8% | +59.6% | -83.4% | -26.4% |
| YTD | -10.5% | +43.4% | -53.9% | -13.0% |
| 1Y | -5.1% | +60.2% | -65.3% | -8.6% |
| 3Y | -11.6% | +90.4% | -102.0% | -18.0% |
| 5Y | +59.0% | -54.5% | +113.6% | +56.0% |
| All | -78.6% | +884.7% | -963.4% | -81.7% |
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