+83.9%
ROKU vs PSA
+22.3%
+61.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | -0.4% | -1.8% | +1.4% | +0.3% |
| 30D | +2.1% | -8.4% | +10.4% | +5.7% |
| 3M | +29.5% | -7.8% | +37.3% | +33.5% |
| 6M | +53.8% | +0.8% | +53.0% | +52.1% |
| YTD | +42.8% | +16.5% | +26.3% | +33.2% |
| 1Y | +60.7% | +4.7% | +56.0% | +56.1% |
| 3Y | +83.9% | +21.1% | +62.8% | +35.0% |
| All | +83.9% | +22.3% | +61.6% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 3y: compounded portfolio wealth divided by compounded PSA 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…
3y analysis · Full analysis span regression · 6 months rolling