+175.8%
PLD vs ROKU
+884.7%
-708.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.6% |
| 7D | -2.4% | -1.3% | -1.1% | -2.3% |
| 30D | -2.4% | +5.9% | -8.3% | -3.0% |
| 3M | -3.8% | +23.9% | -27.7% | -6.0% |
| 6M | 0.0% | +59.6% | -59.5% | -4.9% |
| YTD | +9.2% | +43.4% | -34.2% | +4.8% |
| 1Y | +25.9% | +60.2% | -34.2% | +19.2% |
| 3Y | +21.3% | +90.4% | -69.1% | +9.5% |
| 5Y | +14.1% | -54.5% | +68.7% | +9.1% |
| All | +175.8% | +884.7% | -708.9% | +127.3% |
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