-52.2%
ROKU vs PCOR
-10.3%
-41.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +3.5% | +22.7% | -19.2% | -9.9% |
| 30D | +5.1% | +37.5% | -32.4% | -14.8% |
| 3M | +7.0% | +35.2% | -28.2% | -14.1% |
| 6M | +25.4% | +42.2% | -16.8% | -5.3% |
| YTD | +48.0% | +3.6% | +44.4% | +33.4% |
| 1Y | +53.1% | -4.8% | +57.9% | +46.1% |
| 3Y | +92.7% | +48.3% | +44.4% | +26.3% |
| 5Y | -42.4% | -20.1% | -22.3% | -51.9% |
| All | -52.2% | -10.3% | -41.9% | -61.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling