+249.6%
PH vs ROKU
-52.4%
+302.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | -1.3% | -0.4% | -0.9% | -1.2% |
| 30D | -11.0% | +2.1% | -13.0% | -11.3% |
| 3M | +5.5% | +29.5% | -24.0% | +0.9% |
| 6M | +1.5% | +53.8% | -52.3% | -6.0% |
| YTD | +8.8% | +42.8% | -34.0% | +1.7% |
| 1Y | +24.5% | +60.7% | -36.2% | +13.8% |
| 3Y | +141.2% | +83.9% | +57.3% | +105.0% |
| All | +249.6% | -52.4% | +302.0% | +191.8% |
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 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