+555.8%
ROKU vs PSA
+98.5%
+457.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -2.6% | -3.6% | +1.0% | -1.2% |
| 30D | +2.1% | -9.4% | +11.5% | +6.3% |
| 3M | +31.8% | -8.2% | +40.0% | +36.2% |
| 6M | +53.3% | -1.8% | +55.1% | +53.7% |
| YTD | +42.1% | +15.7% | +26.3% | +33.0% |
| 1Y | +62.3% | +6.3% | +56.1% | +56.7% |
| 3Y | +84.6% | +21.6% | +63.1% | +65.0% |
| 5Y | -53.1% | +13.5% | -66.5% | -57.3% |
| All | +555.8% | +98.5% | +457.3% | +465.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling