+290.7%
PSX vs ROKU
+884.7%
-594.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.3% |
| 7D | +4.5% | -1.3% | +5.9% | +4.6% |
| 30D | +26.6% | +5.9% | +20.7% | +26.1% |
| 3M | +39.3% | +23.9% | +15.4% | +37.2% |
| 6M | +56.8% | +59.6% | -2.7% | +51.7% |
| YTD | +101.8% | +43.4% | +58.4% | +96.3% |
| 1Y | +99.6% | +60.2% | +39.5% | +92.5% |
| 3Y | +140.3% | +90.4% | +50.0% | +124.7% |
| 5Y | +339.3% | -54.5% | +393.9% | +327.9% |
| All | +290.7% | +884.7% | -594.0% | +229.2% |
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