-53.7%
ROKU vs PCOR
-30.9%
-22.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.3% | +2.5% | +0.9% |
| 7D | -1.3% | -9.0% | +7.6% | +4.5% |
| 30D | +5.9% | +4.2% | +1.7% | +2.1% |
| 3M | +23.9% | +14.4% | +9.5% | +10.7% |
| 6M | +59.6% | +0.2% | +59.4% | +49.9% |
| YTD | +43.4% | -20.3% | +63.7% | +55.3% |
| 1Y | +60.2% | -16.1% | +76.3% | +64.5% |
| 3Y | +90.4% | -14.7% | +105.1% | +79.2% |
| 5Y | -54.5% | -43.2% | -11.4% | -53.5% |
| All | -53.7% | -30.9% | -22.8% | -55.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling