-52.0%
ROKU vs PFG
+110.9%
-163.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | -0.4% |
| 7D | -0.4% | -0.4% | 0.0% | -0.1% |
| 30D | +2.1% | +2.9% | -0.8% | -0.8% |
| 3M | +29.5% | +6.7% | +22.8% | +21.5% |
| 6M | +53.8% | +33.8% | +20.0% | +18.3% |
| YTD | +42.8% | +35.0% | +7.9% | +8.1% |
| 1Y | +60.7% | +46.4% | +14.3% | +12.4% |
| 3Y | +83.9% | +71.6% | +12.2% | +10.9% |
| All | -52.0% | +110.9% | -163.0% | -75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling