+550.6%
ROKU vs PFGC
+233.8%
+316.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.2% |
| 7D | -3.0% | -3.7% | +0.7% | -1.9% |
| 30D | +0.7% | -16.0% | +16.7% | +6.2% |
| 3M | +26.5% | -4.1% | +30.6% | +27.8% |
| 6M | +52.6% | +8.7% | +43.9% | +47.9% |
| YTD | +40.9% | +6.4% | +34.6% | +36.4% |
| 1Y | +57.6% | -8.4% | +66.0% | +59.8% |
| 3Y | +83.2% | +61.8% | +21.4% | +56.1% |
| 5Y | -54.8% | +108.7% | -163.5% | -63.7% |
| All | +550.6% | +233.8% | +316.9% | +387.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling