-53.6%
ROKU vs PCOR
-43.2%
-10.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | +1.8% |
| 7D | -0.1% | -6.9% | +6.8% | +4.4% |
| 30D | +1.5% | -1.5% | +3.0% | +1.3% |
| 3M | +25.7% | +18.5% | +7.2% | +9.3% |
| 6M | +54.5% | -4.7% | +59.1% | +49.6% |
| YTD | +43.2% | -22.8% | +65.9% | +58.4% |
| 1Y | +56.3% | -20.7% | +77.0% | +66.7% |
| 3Y | +86.1% | -14.6% | +100.7% | +72.4% |
| 5Y | -53.6% | -40.7% | -12.8% | -52.7% |
| All | -53.6% | -43.2% | -10.4% | -52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling