+562.1%
ROKU vs PAAS
+242.4%
+319.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -1.2% |
| 7D | -1.3% | -2.9% | +1.6% | -0.7% |
| 30D | +5.9% | +6.8% | -0.9% | +4.0% |
| 3M | +23.9% | -2.9% | +26.8% | +23.7% |
| 6M | +59.6% | -16.4% | +76.0% | +63.5% |
| YTD | +43.4% | 0.0% | +43.4% | +41.2% |
| 1Y | +60.2% | +54.3% | +5.8% | +43.6% |
| 3Y | +90.4% | +230.7% | -140.3% | +41.8% |
| 5Y | -54.5% | +111.6% | -166.2% | -64.5% |
| All | +562.1% | +242.4% | +319.7% | +471.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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