+61.8%
PEP vs ROKU
+880.6%
-818.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.8% | -0.3% |
| 7D | -1.0% | -0.4% | -0.5% | -0.9% |
| 30D | -0.7% | +2.1% | -2.7% | -0.7% |
| 3M | -4.1% | +29.5% | -33.6% | -4.8% |
| 6M | -13.1% | +53.8% | -66.9% | -14.1% |
| YTD | -2.1% | +42.8% | -44.9% | -3.2% |
| 1Y | -1.7% | +60.7% | -62.4% | -3.1% |
| 3Y | -15.1% | +83.9% | -99.0% | -17.7% |
| 5Y | +3.1% | -52.8% | +55.9% | +2.9% |
| All | +61.8% | +880.6% | -818.7% | +49.7% |
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 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