+60.2%
ROKU vs PCOR
-14.7%
+74.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.3% | +2.5% | -0.6% |
| 7D | -1.3% | -9.0% | +7.6% | +1.0% |
| 30D | +5.9% | +4.2% | +1.7% | +4.3% |
| 3M | +23.9% | +14.4% | +9.5% | +18.7% |
| 6M | +59.6% | +0.2% | +59.4% | +58.5% |
| YTD | +43.4% | -20.3% | +63.7% | +50.4% |
| 1Y | +60.2% | -16.1% | +76.3% | +67.5% |
| All | +60.2% | -14.7% | +74.8% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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