+60.2%
ROKU vs PFG
+51.4%
+8.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.1% |
| 7D | -1.3% | +5.5% | -6.8% | -3.7% |
| 30D | +5.9% | +2.4% | +3.5% | +4.8% |
| 3M | +23.9% | +13.6% | +10.3% | +16.0% |
| 6M | +59.6% | +27.9% | +31.7% | +39.9% |
| YTD | +43.4% | +35.6% | +7.9% | +22.8% |
| 1Y | +60.2% | +48.5% | +11.7% | +34.4% |
| All | +60.2% | +51.4% | +8.8% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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