+524.3%
PH vs ROKU
+884.7%
-360.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | 0.0% |
| 7D | -3.1% | -1.3% | -1.7% | -2.9% |
| 30D | -3.2% | +5.9% | -9.1% | -3.9% |
| 3M | +10.6% | +23.9% | -13.3% | +7.6% |
| 6M | -2.1% | +59.6% | -61.7% | -7.8% |
| YTD | +10.2% | +43.4% | -33.2% | +4.9% |
| 1Y | +28.2% | +60.2% | -31.9% | +20.2% |
| 3Y | +134.9% | +90.4% | +44.5% | +109.3% |
| 5Y | +253.6% | -54.5% | +308.2% | +235.6% |
| All | +524.3% | +884.7% | -360.4% | +396.0% |
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