-26.9%
PINS vs ROKU
+86.5%
-113.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | -5.2% | -0.1% | -5.1% | -5.2% |
| 30D | -14.9% | +1.5% | -16.4% | -15.3% |
| 3M | -8.4% | +25.7% | -34.1% | -14.8% |
| 6M | +0.6% | +54.5% | -53.8% | -12.3% |
| YTD | -22.2% | +43.2% | -65.4% | -31.0% |
| 1Y | -46.9% | +56.3% | -103.2% | -54.4% |
| 3Y | -26.9% | +86.1% | -113.0% | -40.7% |
| All | -26.9% | +86.5% | -113.4% | -40.7% |
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