+128.7%
PM vs ROKU
-54.3%
+183.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.6% |
| 7D | -1.2% | -3.0% | +1.9% | -1.1% |
| 30D | -0.2% | +0.7% | -0.9% | -0.2% |
| 3M | +4.9% | +26.5% | -21.6% | +4.4% |
| 6M | +9.0% | +52.6% | -43.6% | +8.1% |
| YTD | +17.8% | +40.9% | -23.2% | +16.9% |
| 1Y | +16.8% | +57.6% | -40.8% | +15.6% |
| 3Y | +125.4% | +83.2% | +42.3% | +120.0% |
| 5Y | +128.7% | -54.8% | +183.5% | +115.3% |
| All | +128.7% | -54.3% | +183.0% | +115.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling