+550.6%
ROKU vs PEG
+114.1%
+436.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.1% |
| 7D | -3.0% | -0.1% | -3.0% | -3.0% |
| 30D | +0.7% | -1.7% | +2.4% | +1.3% |
| 3M | +26.5% | -6.8% | +33.2% | +29.5% |
| 6M | +52.6% | -11.4% | +64.0% | +58.7% |
| YTD | +40.9% | -7.2% | +48.2% | +43.9% |
| 1Y | +57.6% | -6.1% | +63.8% | +60.0% |
| 3Y | +83.2% | +31.8% | +51.4% | +62.3% |
| 5Y | -54.8% | +35.6% | -90.4% | -60.8% |
| All | +550.6% | +114.1% | +436.6% | +363.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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