+22.6%
PLD vs ROKU
+83.8%
-61.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.5% |
| 7D | -2.4% | -1.3% | -1.1% | -2.2% |
| 30D | -2.4% | +5.9% | -8.3% | -3.2% |
| 3M | -3.8% | +23.9% | -27.7% | -6.9% |
| 6M | 0.0% | +59.6% | -59.5% | -6.8% |
| YTD | +9.2% | +43.4% | -34.2% | +3.0% |
| 1Y | +25.9% | +60.2% | -34.2% | +16.5% |
| All | +22.6% | +83.8% | -61.3% | +4.1% |
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