+559.3%
ROKU vs PNR
+44.0%
+515.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | -0.4% | -6.0% | +5.6% | +3.4% |
| 30D | +2.1% | -14.0% | +16.0% | +11.7% |
| 3M | +29.5% | -21.7% | +51.2% | +47.7% |
| 6M | +53.8% | -37.3% | +91.1% | +101.1% |
| YTD | +42.8% | -45.1% | +87.9% | +101.8% |
| 1Y | +60.7% | -49.1% | +109.9% | +138.5% |
| 3Y | +83.9% | -14.8% | +98.7% | +94.5% |
| 5Y | -52.8% | -21.0% | -31.8% | -51.0% |
| All | +559.3% | +44.0% | +515.3% | +452.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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