+438.6%
PWR vs ROKU
-54.7%
+493.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.4% |
| 7D | -0.2% | -2.6% | +2.4% | +0.2% |
| 30D | -7.7% | +2.1% | -9.9% | -8.1% |
| 3M | -4.9% | +31.8% | -36.7% | -9.4% |
| 6M | +9.7% | +53.3% | -43.5% | +1.9% |
| YTD | +46.7% | +42.1% | +4.6% | +37.3% |
| 1Y | +58.7% | +62.3% | -3.6% | +45.1% |
| 3Y | +200.7% | +84.6% | +116.1% | +156.0% |
| 5Y | +438.6% | -53.1% | +491.6% | +405.7% |
| All | +438.6% | -54.7% | +493.3% | +405.7% |
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 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