+561.0%
ROKU vs PFG
+150.7%
+410.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.5% |
| 7D | -0.1% | +6.0% | -6.1% | -2.8% |
| 30D | +1.5% | +2.2% | -0.8% | +0.3% |
| 3M | +25.7% | +10.4% | +15.3% | +19.8% |
| 6M | +54.5% | +27.8% | +26.7% | +37.9% |
| YTD | +43.2% | +33.6% | +9.5% | +25.0% |
| 1Y | +56.3% | +49.3% | +7.0% | +29.6% |
| 3Y | +86.1% | +69.7% | +16.4% | +48.5% |
| 5Y | -53.6% | +111.3% | -164.9% | -64.7% |
| All | +561.0% | +150.7% | +410.3% | +461.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling