-0.7%
PFE vs ROKU
+80.8%
-81.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.5% | +0.1% |
| 7D | -4.3% | -3.0% | -1.2% | -4.1% |
| 30D | +2.7% | +0.7% | +2.0% | +2.6% |
| 3M | +10.0% | +26.5% | -16.5% | +8.1% |
| 6M | +7.2% | +52.6% | -45.5% | +3.9% |
| YTD | +17.3% | +40.9% | -23.6% | +14.2% |
| 1Y | +20.3% | +57.6% | -37.3% | +16.1% |
| All | -0.7% | +80.8% | -81.5% | -4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling