-21.3%
PFE vs ROKU
-53.6%
+32.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.2% | -2.3% |
| 7D | -2.7% | -0.1% | -2.5% | -2.7% |
| 30D | +3.8% | +1.5% | +2.4% | +3.8% |
| 3M | +10.4% | +25.7% | -15.3% | +9.3% |
| 6M | +6.3% | +54.5% | -48.2% | +4.4% |
| YTD | +17.4% | +43.2% | -25.8% | +15.5% |
| 1Y | +21.1% | +56.3% | -35.2% | +18.8% |
| 3Y | -1.6% | +86.1% | -87.7% | -5.4% |
| All | -21.3% | -53.6% | +32.2% | -33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling