+73.4%
PGR vs ROKU
+83.2%
-9.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.7% |
| 7D | -0.6% | -0.4% | -0.2% | -0.6% |
| 30D | +4.9% | +2.1% | +2.9% | +5.0% |
| 3M | +7.6% | +29.5% | -21.9% | +8.2% |
| 6M | +8.3% | +53.8% | -45.5% | +9.2% |
| YTD | +1.7% | +42.8% | -41.1% | +2.6% |
| 1Y | -6.8% | +60.7% | -67.6% | -5.9% |
| 3Y | +73.4% | +83.9% | -10.4% | +73.8% |
| All | +73.4% | +83.2% | -9.7% | +73.8% |
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