+51.5%
ROKU vs PCOR
-4.6%
+56.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +3.5% | +22.7% | -19.2% | -1.4% |
| 30D | +5.1% | +37.5% | -32.4% | -2.6% |
| 3M | +7.0% | +35.2% | -28.2% | -1.2% |
| 6M | +25.4% | +42.2% | -16.8% | +14.2% |
| YTD | +48.0% | +3.6% | +44.4% | +49.2% |
| All | +51.5% | -4.6% | +56.2% | +61.0% |
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