-54.5%
ROKU vs PCOR
-35.6%
-18.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.6% | +2.1% | +0.7% |
| 7D | -3.0% | -9.0% | +6.0% | +2.7% |
| 30D | +0.7% | -7.0% | +7.7% | +4.2% |
| 3M | +26.5% | +18.3% | +8.1% | +10.3% |
| 6M | +52.6% | -7.8% | +60.4% | +51.0% |
| YTD | +40.9% | -25.6% | +66.5% | +59.2% |
| 1Y | +57.6% | -22.7% | +80.3% | +70.4% |
| 3Y | +83.2% | -17.7% | +100.9% | +74.9% |
| 5Y | -54.8% | -42.0% | -12.8% | -53.1% |
| All | -54.5% | -35.6% | -18.9% | -54.5% |
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 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