+35.2%
PPL vs ROKU
+884.7%
-849.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | 0.0% |
| 7D | +2.7% | -1.3% | +4.0% | +2.7% |
| 30D | +0.5% | +5.9% | -5.4% | +0.3% |
| 3M | +0.7% | +23.9% | -23.2% | 0.0% |
| 6M | -7.6% | +59.6% | -67.2% | -8.9% |
| YTD | +1.8% | +43.4% | -41.6% | +0.6% |
| 1Y | -0.8% | +60.2% | -60.9% | -2.3% |
| 3Y | +56.9% | +90.4% | -33.5% | +51.7% |
| 5Y | +39.5% | -54.5% | +94.1% | +37.0% |
| All | +35.2% | +884.7% | -849.6% | +22.3% |
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