-16.4%
PINS vs ROKU
+178.6%
-195.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.4% | -1.5% |
| 7D | -12.0% | -1.3% | -10.7% | -11.5% |
| 30D | -12.7% | +5.9% | -18.5% | -14.6% |
| 3M | -5.5% | +23.9% | -29.4% | -14.6% |
| 6M | +5.3% | +59.6% | -54.3% | -14.5% |
| YTD | -21.2% | +43.4% | -64.6% | -34.0% |
| 1Y | -45.0% | +60.2% | -105.2% | -56.4% |
| 3Y | -26.2% | +90.4% | -116.6% | -51.9% |
| 5Y | -64.0% | -54.5% | -9.4% | -63.6% |
| All | -16.4% | +178.6% | -195.0% | -44.9% |
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 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