+559.3%
ROKU vs PTC
+133.5%
+425.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.6% |
| 7D | -0.4% | -7.3% | +6.8% | +4.8% |
| 30D | +2.1% | -11.6% | +13.7% | +10.3% |
| 3M | +29.5% | +10.5% | +19.0% | +16.7% |
| 6M | +53.8% | -17.8% | +71.6% | +69.2% |
| YTD | +42.8% | -24.9% | +67.7% | +67.7% |
| 1Y | +60.7% | -36.8% | +97.6% | +114.4% |
| 3Y | +83.9% | -8.7% | +92.6% | +80.0% |
| 5Y | -52.8% | +4.1% | -56.9% | -57.1% |
| All | +559.3% | +133.5% | +425.7% | +336.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling