+53.4%
ROKU vs PFGC
+12.5%
+40.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +13.5% | -12.0% | +0.5% |
| 7D | +4.8% | +13.9% | -9.1% | +3.6% |
| 30D | +6.1% | +18.4% | -12.3% | +4.6% |
| 3M | +10.5% | -2.5% | +13.0% | +10.6% |
| 6M | +29.2% | +26.0% | +3.1% | +26.8% |
| YTD | +50.0% | +21.9% | +28.2% | +47.1% |
| 1Y | +53.4% | +13.4% | +40.0% | +51.1% |
| All | +53.4% | +12.5% | +40.9% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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