+103.5%
PG vs ROKU
+880.6%
-777.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.6% |
| 7D | -0.8% | -0.4% | -0.4% | -0.8% |
| 30D | +0.8% | +2.1% | -1.2% | +0.8% |
| 3M | -1.3% | +29.5% | -30.8% | -1.9% |
| 6M | -3.8% | +53.8% | -57.6% | -4.7% |
| YTD | +3.6% | +42.8% | -39.2% | +2.8% |
| 1Y | -5.7% | +60.7% | -66.5% | -6.8% |
| 3Y | +1.6% | +83.9% | -82.3% | -0.8% |
| 5Y | +14.6% | -52.8% | +67.4% | +13.3% |
| All | +103.5% | +880.6% | -777.1% | +89.2% |
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 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