+154.6%
PM vs ROKU
+884.7%
-730.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.2% | -1.9% |
| 7D | -4.9% | -1.3% | -3.6% | -4.8% |
| 30D | -3.4% | +5.9% | -9.3% | -3.5% |
| 3M | +5.2% | +23.9% | -18.7% | +4.5% |
| 6M | +3.7% | +59.6% | -55.9% | +2.3% |
| YTD | +15.8% | +43.4% | -27.6% | +14.4% |
| 1Y | +17.4% | +60.2% | -42.8% | +15.5% |
| 3Y | +116.9% | +90.4% | +26.5% | +109.9% |
| 5Y | +117.3% | -54.5% | +171.9% | +115.7% |
| All | +154.6% | +884.7% | -730.1% | +132.7% |
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 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