-52.0%
ROKU vs PFGC
+110.3%
-162.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.8% |
| 7D | -0.4% | -4.8% | +4.3% | +2.8% |
| 30D | +2.1% | -12.5% | +14.6% | +11.4% |
| 3M | +29.5% | -9.7% | +39.2% | +37.5% |
| 6M | +53.8% | +7.0% | +46.8% | +44.0% |
| YTD | +42.8% | +4.5% | +38.3% | +32.8% |
| 1Y | +60.7% | -11.6% | +72.3% | +68.7% |
| 3Y | +83.9% | +58.5% | +25.4% | +19.7% |
| All | -52.0% | +110.3% | -162.3% | -74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling