+67.1%
PWR vs ROKU
+62.9%
+4.2%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.5% | +4.6% | +5.1% |
| 7D | +4.2% | -0.4% | +4.6% | +4.3% |
| 30D | -4.0% | +2.1% | -6.1% | -4.4% |
| 3M | -4.8% | +29.5% | -34.3% | -10.0% |
| 6M | +14.6% | +53.8% | -39.2% | +4.5% |
| YTD | +54.2% | +42.8% | +11.4% | +42.7% |
| 1Y | +67.1% | +60.7% | +6.4% | +51.8% |
| All | +67.1% | +62.9% | +4.2% | +51.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling