+22.4%
PH vs ROKU
+62.1%
-39.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.7% |
| 7D | -3.1% | -2.6% | -0.5% | -2.9% |
| 30D | -11.8% | +2.1% | -13.9% | -12.0% |
| 3M | +6.9% | +31.8% | -24.9% | +3.6% |
| 6M | -1.3% | +53.3% | -54.5% | -7.2% |
| YTD | +7.0% | +42.1% | -35.1% | +1.6% |
| All | +22.4% | +62.1% | -39.7% | +12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling