+559.3%
ROKU vs PPG
+16.2%
+543.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | -0.4% | -6.2% | +5.8% | +3.4% |
| 30D | +2.1% | -7.9% | +10.0% | +7.0% |
| 3M | +29.5% | -10.2% | +39.7% | +36.8% |
| 6M | +53.8% | +2.7% | +51.1% | +49.1% |
| YTD | +42.8% | +4.9% | +37.9% | +34.9% |
| 1Y | +60.7% | -3.2% | +63.9% | +58.8% |
| 3Y | +83.9% | -17.0% | +100.9% | +99.5% |
| 5Y | -52.8% | -23.3% | -29.5% | -47.6% |
| All | +559.3% | +16.2% | +543.0% | +548.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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